The current calculated value for yhat_upper and yhat_lower does not give enough importance to the current predicted value. It gives equal importance to all the predicted values, while it should give more weight to the predicted values closer to the current time.
Here instead of the average value, we could do a weighted average value, where the value closer to the current value should have the higher weight.
The current calculated value for
yhat_upperandyhat_lowerdoes not give enough importance to the current predicted value. It gives equal importance to all the predicted values, while it should give more weight to the predicted values closer to the current time.Here instead of the average value, we could do a weighted average value, where the value closer to the current value should have the higher weight.