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See [linkedin comment](https://www.linkedin.com/feed/update/urn:li:activity:6864215615461232640?commentUrn=urn%3Ali%3Acomment%3A%28activity%3A6864215615461232640%2C6864297306729025536%29).
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@ababii @vollmersj
I'm trying to determine a good way to test the code I wrote to compute prediction intervals for the models I've implemented. Do you have any suggestions?
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I know that sklearn.ensemble.GradientBoostingRegressor supports quantile regression and the production of [prediction intervals](http://scikit-learn.org/stable/auto_examples/ensemble/plot_gradient_boo…
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Hello there, there are a few other approaches to this that I have seen and wondered if they are on your radar.
Bellman Conformal Inference (BCI) - optimises prediction intervals for time series …
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Dear All,
have you planned adding tolerance and prediction intervals?
e.g. https://cran.r-project.org/web/packages/tolerance/tolerance.pdf
If someone else feels there is a need for that, I am …
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I'm not sure whether the way predcition/confidecne intervals is correct.
I think you must use the formulas that appear [here](http://www.sciencedirect.com/science/article/pii/016920709090103I)
and …
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Looking at glum, I don't currently see a way to generate confidence intervals for predictions on an input dataset, although I want to check here. By this, I mean something similar to the statsmodels a…
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### Description
It would be great to have Conformal Prediction in NeuralForecast, similar to statsforecast and mlforecast.
### Use case
_No response_
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I would like to have confidence intervals for `predict`. In GLM.jl, `predict` takes a keyword argument `interval=:confidence` that permits this. Is it possible to get confidence intervals in FixedEffe…
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Conformal predictions could be a valuable addition to darts.
It would require some brain storming/planning of how (or if) we can integrate this into our API / extend the API.
Some links:
- htt…