I am facing some issues to understand how cross_validation function works in fbprophet packages.
I have a time series of 68 days (only business days) grouped by 15min and a certain metric :
00:00 5 00:15 2 00:30 10 etc 23:45 26
And I really don’t know how to set up my cross_validation function.
I have understand that initial parameter is the training data, but what are period and horizon ?
I have 6528 rows, I want to forecast the next day so my period is 96 ? Because one day = 96 step of 15 min.
Please can you explain me how I have to fill period and horizon parameters. The official documentation of Facebook Prophet is not very understandable.
Thanks a lot.