microprediction / timemachines

Predict time-series with one line of code.
https://www.microprediction.com/blog/popular-timeseries-packages
MIT License
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Documentation Question #26

Closed omarsumadi closed 3 years ago

omarsumadi commented 3 years ago

Hi,

Was looking to find any instance / mention of Confidence or Prediction Intervals - could have this wrong, just a novice here looking into your package.

Thanks!

microprediction commented 3 years ago

The skater returns a vector of numbers intended to represent one standard deviation. So for instance

 x, x_std, x = f( .... )   # skater
 x_up = [ xi+xstdi for xi,xstdi in zip(x,xstd) ]

then very roughly 5 out of 6 should be below x_up.

microprediction commented 3 years ago

I've updated the readme so at least 'confidence interval' is searchable. Thanks for the suggestion.

omarsumadi commented 3 years ago

Thank you!