R: Cross-validation for time series.

cross_validation {prophet} | R Documentation

## Cross-validation for time series.

### Description

Computes forecasts from historical cutoff points. Beginning from (end - horizon), works backwards making cutoffs with a spacing of period until initial is reached.

### Usage

    cross_validation(model, horizon, units, period = NULL, initial = NULL)

### Arguments

`model` | Fitted Prophet model.
`horizon` | Integer size of the horizon
`units` | String unit of the horizon, e.g., "days", "secs".
`period` | Integer amount of time between cutoff dates. Same units as horizon. If not provided, 0.5 * horizon is used.
`initial` | Integer size of the first training period. If not provided, 3 * horizon is used. Same units as horizon.

### Details

When period is equal to the time interval of the data, this is the technique described in https://robjhyndman.com/hyndsight/tscv/ .

### Value

A dataframe with the forecast, actual value, and cutoff date.

[Package prophet version 0.6.1 Index]