tsf_cross_validate
Compare forecasting models by rolling-origin cross-validation to replace guesswork, producing metric tables and per-window predictions for evidence-based model selection.
Instructions
Compare models by rolling-origin cross-validation.
This is the tool that replaces guesswork about model choice: it produces the evidence, you read the table and decide. Always include SeasonalNaive as the baseline -- a model that cannot beat it is not worth deploying.
Returns a per-model metric table aggregated over series and windows, a best-first ranking per metric, and the parquet path holding every per-window prediction. LONG-RUNNING: seconds for statistical models, many minutes for foundation models on a large panel. Start with statistical models on the real horizon before reaching for anything pretrained.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |