I think all the marine air handler "filters" I've seen get cleaned, not replaced. It's more of a screen than a filter, and certainly not a replaceable filter like in a home HVAC system. Are yours otherwise?
I would suggest checking them, cleaning them, then checking weekly to get a sense of how quickly they collect dirt. I think other people's experience will vary widely based on individual circumstances, so you will need to figure out what your specifics are. How quickly dust accumulates on your boat I suspect will be an indicator
Mine don't need cleaning more than annually, but we also use very little HVAC, no pets, and carpet over most flooring.