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ourownstory / neural_prophet

NeuralProphet: A simple forecasting package
https://neuralprophet.com
MIT License
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Confidence Intervals from forecast #143

Closed racoutinho closed 1 year ago

racoutinho commented 3 years ago

Hi all! I'm testing the NeuralProphet and noticed that just like the Prophet, this framework doesn't provide the confidence intervals from the forecast. My question is if this is feasible for this kind of implementation or it`s a feature to be provided soon.

Thanks in advance!!

ourownstory commented 3 years ago

Hi Roberto, Thank you for your question. We are currently working on adding this capability. The overall forecast CI intervals are close to ready to be merged. For individual components' CI, it may take a little longer. Do you have use/need for those, too? Best, Oskar

racoutinho commented 3 years ago

Hi Oskar, thanks for your reply. For now, the overall forecast CI intervals are enough. Best regards!

ourownstory commented 3 years ago

@HansikaPH is working on said feature. She'll link her PR to this issue soon.

ourownstory commented 3 years ago

Closing as it is a duplicate of #11 @racoutinho if you track the linked issue, you'll be notified when it's merged.

Zephyr69 commented 2 years ago

Has there been any news on this? I still fail to figure out how to plot CI using neuralprophet :(.

I have no problem with this using prophet.

fctruter commented 1 year ago

Upvote on this topic, would be super useful to be able to plot CIs

Kevin-Chen0 commented 1 year ago

We have two methods to create and plot confidence intervals (CIs) on forecasts:

  1. Quantile Regression using quantiles param in NeuralProphet class (see tutorial here)
  2. Split Conformal Prediction using .conformal_predict() method in NeuralProphet class (see tutorial here)