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unit8co / darts

A python library for user-friendly forecasting and anomaly detection on time series.
https://unit8co.github.io/darts/
Apache License 2.0
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Adding conformal predictions functionnality #2162

Closed Jonathan-87 closed 8 months ago

Jonathan-87 commented 8 months ago

I'm wondering if you are planning to add conformal predictions functionnality (example here : https://nixtlaverse.nixtla.io/mlforecast/docs/how-to-guides/prediction_intervals.html) ? Doing so it would be possible to add prediction intervals for example for regression models and get calibrated prediction intervals.

dennisbader commented 8 months ago

Hi @Jonathan-87, we're currently working on integrating conformal prediction. It's still in the early phases but we kicked of the planning.

madtoinou commented 8 months ago

Hi @Jonathan-87,

This feature is already tracked by #1704, closing this one to limit duplicates :)