R: Cross-validation for time series.

cross_validation {prophet} | R Documentation

## Cross-validation for time series.

### Description

Computes forecasts from historical cutoff points which user can input.If not provided, these are computed beginning from (end - horizon), and working backwards making cutoffs with a spacing of period until initial is reached.

### Usage

    cross_validation(
      model,
      horizon,
      units,
      period = NULL,
      initial = NULL,
      cutoffs = 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.
`cutoffs` | Vector of cutoff dates to be used during cross-validtation. If not provided works beginning from (end - horizon), works backwards making cutoffs with a spacing of period until initial is reached.

### 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 1.0 Index]