I am using my own models to predict and compute RMSE value, generally, we take a window size say 10 days (units of time) and 1-day horizon, and then we test the prediction but when working with prophet library it's not very clear as the predictions are not that jittery its smooth line with a confidence interval also plotted so the question is, is that confidence interval also being used in calculating RMSE if yes then how?
output of this code snippet :
m=Prophet(seasonality_mode='multiplicative')
m.fit(train)
future=m.make_future_dataframe(periods=12,freq='MS')
forecast=m.predict(future)
forecast.tail()
# interested in output of below code , which given rmse value
fb_cv=cross_validation(m,initial=initial,period=period,horizon=horizon)
performance_metrics(fb_cv)