search

winedarksea / AutoTS

Automated Time Series Forecasting
MIT License
1.11k stars 100 forks source link

Predict time intervals #49

Closed Gpen997 closed 3 years ago

Gpen997 commented 3 years ago

How to predict time intervals in auto_ts in python

winedarksea commented 3 years ago

https://github.com/winedarksea/AutoTS/blob/master/extended_tutorial.md

If you could be more specific, that would be helpful

Gpen997 commented 3 years ago

I want to predict confidence intervals for data 0.95 and 0.90 How to split data for test and train in autots

winedarksea commented 3 years ago

If you read the documentation and the docstrings you will see answers to this... For prediction interval, pass prediction_interval=0.95 (or whatever you desire) to the AutoTS() init. Then access the results:

prediction = model.predict()
upper_forecasts_df = prediction.upper_forecast
lower_forecasts_df = prediction.lower_forecast

and for train/test split, this is also clearly discussed in the documentation.

model = AutoTS(... other parameters...
    num_validations=2,
    validation_method='even',
    )

Read the extended_tutorial for a discussion of different train/test split options.