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Hmm, I think at the minimum, the variance of the forecasted results should be obtainable. I'm not sure how many people would use a black box model without knowi
by syntaxing 10y ago
Hmm, I think at the minimum, the variance of the forecasted results should be obtainable. I'm not sure how many people would use a black box model without knowing some sort of performance/statistical confidence metric.
- mgontav 10y agoWe could return a confidence interval for the forecasted values, you're right, it can help in cases where it would be used for simple anomaly detection (and it would give a greater sense of security/control over using the forecast). I do believe we have some similar feature in the pipeline for development, I'll make sure to push it forward. Thanks for the feedback.
- blparker 10y agoI think a confidence interval would be crucial for the forecasted values.