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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.

In my opinion, the best answer to understand cross validation in fbprophet is given here: https://stackoverflow.com/questions/62568813/struggling-to-understand-the-parameters-of-the-cross-validation-function-in-fbpr

– Tobitor – 2021-02-22T14:19:25.550