Hello, when using the cross-validation function in statsforecast or mlforecast (https://github.com/Nixtla/statsforecast/blob/main/statsforecast/core.py#L242). Is the model re-fitted with every prediction? And if so, is there a way to control how often this happens to speed up training?

Hey @Merlin! Both libraries include the

refit

argument in

cross_validation

. If

refit=True

, then the models will be retrained for each window. Currently, in

statsforecast

that argument only works with the

Auto

models.