python - Facebook Prophet - cross validation with regular gaps

Question

I have data with regular gaps (hourly data from 6am – 8pm) for several years. I created a future dataframe with the same pattern, so the predictions are only made for 6am – 8pm for the future.

Now I want to cross validate my predictions. How would I “instruct” the cross validation to only predict for 6am-8pm (I would like to get hourly forecasts for several weeks). If I set all values from 8pm – 6pm to 0, I can use this

df_cv = cross_validation(m, initial = '43722 hours', period = '1 hours', horizon = '1 hours')

However, this very long to execute, as I’m (unnecessarily) predicting for hours I know will be 0. Any suggestions?

question from:https://stackoverflow.com/questions/65917472/facebook-prophet-cross-validation-with-regular-gaps

Answer 1

Waitting for answers