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33 lines
1 KiB
R
33 lines
1 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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\usage{
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cross_validation(model, horizon, units, period = NULL, 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. If not provided, 0.5 * horizon is used.}
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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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Computes forecasts from historical cutoff points. Beginning from
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(end - horizon), works backwards making cutoffs with a spacing of period
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until initial is reached.
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}
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\details{
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When period is equal to the time interval of the data, this is the
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technique described in https://robjhyndman.com/hyndsight/tscv/ .
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}
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