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Ajinkya

03/21/2023, 6:52 AM
Hello guys, how can I make prediction on training data, I am using mlforecast all I can see is how to predict on the next steps using horizon but what if I want to predict on my training data as well please suggest some steps
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Max (Nixtla)

03/21/2023, 4:00 PM
Hi! Thanks for the question. You might find the cross validation functionality useful: https://nixtla.github.io/mlforecast/docs/end_to_end_walkthrough.html#cross-validation
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Ajinkya

03/23/2023, 5:59 AM
Hi Max,
Hi Max, what changes are suppose to be made in the CV function for it to predict on train data