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support prediction intervals in auto #370

Merged
merged 1 commit into from
Jul 3, 2024
Merged

support prediction intervals in auto #370

merged 1 commit into from
Jul 3, 2024

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jmoralez
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@jmoralez jmoralez commented Jul 3, 2024 •
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Description

  • Adds the prediction_intervals argument to AutoMLForecast.fit to compute the conformity scores when retraining the best model.
  • Adds the level argument to AutoMLForecast.predict to add prediction intervals.

Checklist:

  • This PR has a meaningful title and a clear description.
  • The tests pass.
  • All linting tasks pass.
  • The notebooks are clean.

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@jmoralez jmoralez marked this pull request as ready for review July 3, 2024 18:49
@jmoralez jmoralez merged commit 094b5aa into main Jul 3, 2024
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@jmoralez jmoralez deleted the auto-intervals branch July 3, 2024 18:49
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