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This commit is contained in:
Ben Letham 2021-03-03 18:09:59 -08:00
parent 74b21f7cd9
commit a1803a8801
1 changed files with 6 additions and 5 deletions
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11
python/fbprophet/diagnostics.py
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@ -131,12 +131,13 @@ def cross_validation(model, horizon, period=None, initial=None, parallel=None, c
if cutoffs is None:
# Set period
period = 0.5 * horizon if period is None else pd.Timedelta(period)
# Set initial
if initial is None:
initial = max(3 * horizon, seasonality_dt)
else:
initial = pd.Timedelta(initial)
initial = (
max(3 * horizon, seasonality_dt) if initial is None
else pd.Timedelta(initial)
)
# Compute Cutoffs
cutoffs = generate_cutoffs(df, horizon, initial, period)
else: