A HDR image is a High Dynamic Range image.. The High Dymanic Range means taking a series of photo's together to capture all the detail in the Highlights through midtones and in the shadows... you then blend all the images together to create one single image with all the detail captured within it.
The Panoramic image below from the national history museum is a single image created from 15 images using this technique. I took 5 images from left to right and in each of those 5 images consist of 3 more images, one for the highlights, one for the midtones, and one for the shadows...
so 3 x 5 = 15images
see the screenshot from lightroom for all 15 images
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