backtest
Hold out final data points to compare forecast accuracy between TimesFM and a statistical baseline.
Instructions
Hold out the last N points and compare TimesFM vs baseline performance.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| values | Yes | Historical observations (at least holdout + 3 points). | |
| holdout | No | Number of final points to hold out for testing. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||