business-science / modeltime

Modeltime unlocks time series forecast models and machine learning in one framework
https://business-science.github.io/modeltime/
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Add feature to produce several prediction intervals simultaneously #240

Open mabuimo opened 9 months ago

mabuimo commented 9 months ago

Sometimes it is handy to compute both the 80% and 95% prediction time intervals. We could add the capability of generating several prediction intervals at once. This functionality is already present in the [tidyverts *(fable) ecosystem](https://fabletools.tidyverts.org/reference/forecast.html#:~:text=A%20specific%20forecast%20interval%20can,you%20can%20use%20unpack_hilo()%20.).

marcozanotti commented 7 months ago

+1
This is something that one does almost always.
It would also be nice to have the plot_modeltime_forecast() to adjust in the case of multiple intervals and producing the usual fanchart.