[FEATURE] Feature request

carlomazzaferro / scikit-hts

Hierarchical Time Series Forecasting with a familiar API

MIT License

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[FEATURE] Feature request #91

Open fahadahaf opened 2 years ago

fahadahaf commented 2 years ago

Is your feature request related to a problem? Please describe. The predict function of the time series models, auto_arima for example, does not support returning confidence interval for the hierarchical forecast.