support prediction intervals in auto

Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.

https://nixtlaverse.nixtla.io/mlforecast

Apache License 2.0

858 stars 84 forks source link

Closed jmoralez closed 3 months ago

jmoralez commented 3 months ago

Adds the prediction_intervals argument to AutoMLForecast.fit to compute the conformity scores when retraining the best model.
Adds the level argument to AutoMLForecast.predict to add prediction intervals.

Checklist:

review-notebook-app[bot] commented 3 months ago

Check out this pull request on

See visual diffs & provide feedback on Jupyter Notebooks.