Prediction Intervals

API details

Base classes:

BasePredictionIntervals(pipeline)

Base class for prediction intervals methods.

Intervals classes:

NaiveVariancePredictionIntervals(pipeline[, ...])	Estimate prediction variance based on historical residuals.
ConformalPredictionIntervals(pipeline[, ...])	Estimate conformal prediction intervals using absolute values of historical residuals.
EmpiricalPredictionIntervals(pipeline[, ...])	Estimate prediction intervals using values of historical residuals.

Utilities:

utils.residuals_matrices(pipeline, ts[, ...])

Estimate residuals matrices with backtest.