I have weekly time series data and I want to test multiple time series on it.
raw data looks like
date visits
1/22/2021 796105
1/29/2021 742833
2/5/2021 918413
2/12/2021 806033
.
.
.
9/23/2022 3610023
9/30/2022 2833338
I want to split training data into multiple data frames and forecast the next 12 weeks always
for example :
train_1 = data until 15-jan-2022
test_1 = next 12 weeks
train_2 = data until 15-feb-2022
test_2 = next 12 weeks
.
.
train_x = data until 15-jul-2022
test_x = next 12 weeks
Later I want to have a for loop for my holt Winter forecasting algorithm. I looked at https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.TimeSeriesSplit.html but couldn't understand on my dataset
Can someone help? Thank you in advance! .
Depending upon the range we can set as follows : -