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#general
Title
# general
m

Merlin

03/07/2023, 3:09 PM
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?
f

fede (nixtla) (they/them)

03/11/2023, 12:27 AM
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.
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