Gerard Conangla Planes
08/17/2023, 8:37 AMMatej
08/17/2023, 12:31 PMcrossvalidation_df = sf.cross_validation(
df = Y_df,
h = 3,
n_windows=...
fitted=True,
refit= False
)
has refit=False option hence it definitely predicts without retrain.
Tho, I wonder how I would go about setting up for example a weekly refit over the data for example. Currently, It seems quite tricky to assure that the Y_df does not leak into the Y_df_test that is derived from the n_windows and h parameters.Gerard Conangla Planes
08/17/2023, 12:45 PMdf
attribute of the StatsForecast object? In any case I find it could be made more clearforward
method appears in the underlying models but apparently not in the StatsForecast
object. Could it be made public? That would be a strong reason to use it!
Thanks 😉Mariana Menchero
08/21/2023, 5:21 PM