I am trying to use crossval to evaluate multiple models on multiple time series. I have intermittent business daily data taking into account holidays (0 sales on holidays days).
When I run the crossval, it forecasts values on holidays days...
How can I make sure to avoid forecasting these days? Or at least get a 0 on these days?
08/14/2023, 12:19 AM
Did you try passing holidays as an exogenous variable? You can also clip the predictions, which can be common in timeseries. For example, make the minimum 0.