2 ms·
I wonder how are they quantifying uncertainty around their predictions. Having a point-estimate without some notion of confidence interval seems much less usefu
by sjbp 9y ago
I wonder how are they quantifying uncertainty around their predictions. Having a point-estimate without some notion of confidence interval seems much less useful. Is there a natural way to do this through LSTMs?
Also, some actual benchmarking would be great. Say, against Facebook's Prophet (which also deals with covariates and holiday effects).