Closed nsankar closed 3 years ago
Hi,
From an estimated forecast distribution (using ngboost regression), how can I get only the p25 (25th percentile) forecast? Can you guide with a code snippet and any other considerations to make . Thank you in advance.
You could do something like this:
dists = ngb.pred_dist(X_test) p25 = dists.ppf(0.25)
thanks @avati
Hi,
From an estimated forecast distribution (using ngboost regression), how can I get only the p25 (25th percentile) forecast? Can you guide with a code snippet and any other considerations to make . Thank you in advance.