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35 lines
1.3 KiB
R
35 lines
1.3 KiB
R
% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/diagnostics.R
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\name{cross_validation}
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\alias{cross_validation}
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\title{Cross-validation for time series.
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Computes forecast error with cutoffs at the specified period. When the
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period is the time interval of the data, is the procedure described in
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https://robjhyndman.com/hyndsight/tscv/. Beginning from end-horizon, makes
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a cutoff every "period" amount of time, going back to "initial".}
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\usage{
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cross_validation(model, horizon, units, period, initial = NULL)
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}
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\arguments{
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\item{model}{Fitted Prophet model.}
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\item{horizon}{Integer size of the horizon}
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\item{units}{String unit of the horizon, e.g., "days", "secs".}
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\item{period}{Integer amount of time between cutoff dates. Same units as
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horizon.}
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\item{initial}{Integer size of the first training period. If not provided,
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3 * horizon is used. Same units as horizon.}
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}
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\value{
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A dataframe with the forecast, actual value, and cutoff date.
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}
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\description{
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Cross-validation for time series.
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Computes forecast error with cutoffs at the specified period. When the
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period is the time interval of the data, is the procedure described in
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https://robjhyndman.com/hyndsight/tscv/. Beginning from end-horizon, makes
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a cutoff every "period" amount of time, going back to "initial".
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}
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