I want to cross validate various models to understand which one performs best. I have been referring to Rob J Hyndman's post here
But I am a little lost as to how to use it on daily data.
my daily time series data starts at 2015-01-01 and ends at 2017-03-31.
Specific questions include:
kbe in my case?
mae1 <- mae2 <- mae3 <- matrix(NA,n-k-12,12)instead of 12 will I use 365?
for(i in 1:(n-k-12))will I use 365?
I have a very high level understanding of the code and I believe that is another reason why I cannot translate this to a daily usecase. Any help in clarifying the problem would be greatly appreciated!