facebook / facebook/prophet

Cross validation creating error when y data ends before cutoff end + horizon - appeared after update from 0.7.1 to 1.1.5

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Description

The Cross validation function for which I create a cutoffs dataframe now raises and error (Error : Maximum cutoff value is greater than end date minus horizon, no value for cross-validation remaining) due to the last cutoff date plus horizon exceeding available dates for the actual "y" data. The same data and scripts were running successfully on 0.7.1 before the upgrade to 1.1.5. I provide the cutoffs dataframe with the last date being one month prior to the last available "y" date, so that it cross-validates only the first month prediction with the last horizon iteration, two for the previous one, three for the one before, and so on. The cutoffs are monthly, and the horizon is 190 days (6 months). I am currently using prophet 1.1.5 with Python 3.8, while I was using Python 3.6.9 with fbprophet 0.7.1.

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Research direction

No file, test, or entry point is named. Reproduce the reported cross-validation case with monthly cutoffs, a 190-day horizon, and y data ending before the final cutoff plus horizon, then compare Prophet 1.1.5 with fbprophet 0.7.1; done means the intended final horizon iterations work without the cutoff error.

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Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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