Description Usage Arguments Details Value

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.

1 2 3 4 5 6 7 8 | ```
cross_validation(
model,
horizon,
units,
period = NULL,
initial = NULL,
cutoffs = NULL
)
``` |

`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. |

When period is equal to the time interval of the data, this is the technique described in https://robjhyndman.com/hyndsight/tscv/ .

A dataframe with the forecast, actual value, and cutoff date.

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