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- % Generated by roxygen2: do not edit by hand
- % Please edit documentation in R/diagnostics.R
- \name{cross_validation}
- \alias{cross_validation}
- \title{Cross-validation for time series.}
- \usage{
- cross_validation(model, horizon, units, period = NULL, initial = NULL)
- }
- \arguments{
- \item{model}{Fitted Prophet model.}
- \item{horizon}{Integer size of the horizon}
- \item{units}{String unit of the horizon, e.g., "days", "secs".}
- \item{period}{Integer amount of time between cutoff dates. Same units as
- horizon. If not provided, 0.5 * horizon is used.}
- \item{initial}{Integer size of the first training period. If not provided,
- 3 * horizon is used. Same units as horizon.}
- }
- \value{
- A dataframe with the forecast, actual value, and cutoff date.
- }
- \description{
- Computes forecasts from historical cutoff points. Beginning from initial,
- makes cutoffs with a spacing of period up to (end - horizon).
- }
- \details{
- When period is equal to the time interval of the data, this is the
- technique described in https://robjhyndman.com/hyndsight/tscv/ .
- }
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