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## Summary
I have been looking into possible approaches to have a Prediction Interval for a LIghtGBM model. This model is already trained, and it is not a quantile regressor - since its purpose is …
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This is regarding
https://github.com/jkitchin/pycse/blob/329733b75fc7ba01215ff64a56cd7b2f3f0a9b32/pycse/PYCSE.py#L237
https://github.com/jkitchin/pycse/blob/329733b75fc7ba01215ff64a56cd7b2f3f0a9…
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Add prediction intervals: https://en.wikipedia.org/wiki/Prediction_interval
Request on Stack Overflow: https://stackoverflow.com/questions/66677651/is-there-a-manual-or-automatic-way-to-obtain-pred…
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Hello Alex, Justin, and everyone else who is maintaining EnvStats, the package that I originally authored. I am so grateful for all of your work! I am pretty much retired now, but plan to periodical…
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**Is your feature request related to a problem? Please describe.**
- `EnsembleForecaster` does not have`_predict_interval capabilities
**Describe the solution you'd like**
- Add a check that all …
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I'm excited by the prospect of uncertainty quantification via conformal prediction that has been implemented. I noticed that it can do quantiles and prediction intervals in the current state. Would it…
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## Environment (for bugs)
* JASP version:
* OS name and version:
* Analysis:
## Environment (for enhancement requests)
* Enhancement: Simple linear regression Case Diagnostics (or similar) t…
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This is long overdue. There are residuals waiting around to be boostrapped and turned into useful forecast prediction intervals. Lets call the new function `calculate_intervals()`. It'll take a datase…
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The equations are given in the CSDA 2011 paper. Can we add prediction intervals as an optional output to forecast.gts?
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