marah othman08/14/2023, 4:30 PM
Cristian (Nixtla)08/14/2023, 4:36 PM
marah othman08/14/2023, 4:41 PM
Cristian (Nixtla)08/14/2023, 4:42 PM
marah othman08/14/2023, 4:42 PM
Cristian (Nixtla)08/14/2023, 10:41 PM
Bradley de Leeuw08/15/2023, 12:00 PM
Cristian (Nixtla)08/15/2023, 3:15 PM
Bradley de Leeuw08/15/2023, 3:36 PM
with the following settings:
So if I understand correctly, the last 60 weeks of data are never used to update the parameters of the model in this case? It simply trains on
h=15 step_size=15 n_windows=4 freq="W" refit_with_val=True
datapoints and only the input data changes over the 4 folds.
n - (4*15)
Cristian (Nixtla)08/15/2023, 4:43 PM
is for training the best model afterwards. If true, it will include the validation set. But this is not part of the
the model's parameter are not updated
if True. This is to fit the final model after selecting the best configuration.
Bradley de Leeuw08/16/2023, 8:40 AM
option in the cross_validation. Will this likely also be added for
in the future?