| cross_validation {prophet} | R Documentation |
Computes forecasts from historical cutoff points. Beginning from (end - horizon), works backwards making cutoffs with a spacing of period until initial is reached.
cross_validation(model, horizon, units, period = NULL, initial = NULL)
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. |
When period is equal to the time interval of the data, this is the technique described in https://robjhyndman.com/hyndsight/tscv/ .
A dataframe with the forecast, actual value, and cutoff date.