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hawkular / hawkular-datamining

Real-time time series prediction library with standalone server
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Prediction intervals #75

Closed pavolloffay closed 8 years ago

pavolloffay commented 8 years ago

Calculation of prediction intervals (or confidence intervals). It is done as multiplier*sdR

multiplier = quantile of normal distribution N(0,1). E.g 95% = 1.96 -> 95% of the data lies in -+1.96 standard deviations srR = standard deviation of residuals (errors of past data, circular buffer of predefined size)

pavolloffay commented 8 years ago

@Jiri-Kremser could you please review?

jkremser commented 8 years ago

hmm, 95% quantile of normal distribution N(0,1) should be 1.6445, not 1.96