Expected behavior
As expected, the last line returns a data frame with four columns, but the values in prediction column are outside of the prediction intervals (columns prediction_0.025 and prediction_0.975). The prediction intervals seem to be considerably off.
Screenshots
Environment (please complete the following information):
OS: Ubuntu 20.04.4 LTS
Python Version: 3.9.13
Versions of Major Dependencies: pandas==1.4.3, scikit-learn==1.0.2, cython==0.29.32, orbit-ml==1.1.2, pystan==2.19.1.1.
Additional context
The problem doesn't happen in every case. But I've encountered a number of cases when it occurs. More frequently than I'd like to believe that it is entirely on me :)
@Garrus990 In orbit, it is using percentile scale like the np.percentile. So in you case, you should specify prediction_percentiles = [2.5, 97.5] instead.
Describe the bug When predicting certain time series, the prediction interval do not comprise the predictions.
To Reproduce
Expected behavior As expected, the last line returns a data frame with four columns, but the values in prediction column are outside of the prediction intervals (columns prediction_0.025 and prediction_0.975). The prediction intervals seem to be considerably off.
Screenshots
Environment (please complete the following information):
pandas==1.4.3
,scikit-learn==1.0.2
,cython==0.29.32
,orbit-ml==1.1.2
,pystan==2.19.1.1
.Additional context The problem doesn't happen in every case. But I've encountered a number of cases when it occurs. More frequently than I'd like to believe that it is entirely on me :)