I want to use time-series prediction techniques in association with regression methods. But I am very much confused about how to construct the training and test sets for the model. Suppose I have a series as [2 4 6 7 10 11 12 13 14.15 16 17 18]. Assume choosing a delay of 2 and embedding dimension=3 . Let the training set be [2 4 7 10 11 12 13 14 15] and test set be [16 17 18]. Also, once the training is complete, the test values are entered as 16, 17, 18 one by one. Then at what timestep, I am predicting when i enter the value equal to 16. Please help me to figure out the problem?