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[Core] Add conformal prediction for all the available models #507

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AzulGarza opened this issue Jun 2, 2023 · 1 comment · Fixed by #592
Closed

[Core] Add conformal prediction for all the available models #507

AzulGarza opened this issue Jun 2, 2023 · 1 comment · Fixed by #592

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@AzulGarza
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Description

This branch contains initial work on adding conformal prediction to the statsforecast models. The task consists of including the new functionality for the models that don't have it yet, namely the intermittent models, garch/arch, and mstl. The new functionality and code are available in other models (for example AutoARIMA can be used to guide the development of the new models).

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@AzulGarza
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@kvnkho :)

@kvnkho kvnkho linked a pull request Jul 24, 2023 that will close this issue
Conformal Prediction #592
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Conformal Prediction Nixtla/statsforecast
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@AzulGarza