26 ms·
For prediction intervals that are guaranteed coverage, check out conformal prediction [1]. Works great especially for time series data. [1] https://github.com/
by y1zhou 3y ago
For prediction intervals that are guaranteed coverage, check out conformal prediction [1]. Works great especially for time series data.
[1] https://github.com/valeman/awesome-conformal-prediction https://github.com/valeman/awesome-conformal-prediction