r - using facebook prophet for cross validation on months time period

Question

I'm trying to do a time slice leave one out cross validation, i.e. backtesting on months with horizon 1 month on a daily data and model using the facebook prophet package in R.

How can I do that?

Here's what I'm trying,

m <- prophet(df)
future <- make_future_dataframe(m, periods = 31)
fcst <- predict(m, future)

df.cv <- cross_validation(
  m,
  horizon = 31,
  units = 'days',
  initial = 1
)

Thanks in advance!

Answer 1

等待大神答复