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RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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confidence intervals from `predict` #55

Open andreacortis opened 7 years ago

andreacortis commented 7 years ago

I can visualize the confidence intervals from

model.plot_predict(h=20,intervals=True,figsize=(15,5))

but is there any way to output the numerical values of the confidence intervals from the predict method say something like?

model.predict(h=20, intervals=True)

Thanks in advance,

Andrea

RJT1990 commented 7 years ago

Hi Andrea,

Yes, you're right - the intervals are not outputted right now, but I'm looking to get this in as an argument for predict in the next release (next week or so)

Thanks,

Ross

RJT1990 commented 7 years ago

Andrea - this is now implemented for most of the model types in the library.

Ross

andreacortis commented 7 years ago

great, let me take a look at it.

-A

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Andrea - this is now implemented for most of the model types in the library.

Ross

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