Uncertainty quantification
In forecasting, it is essential to consider the full distribution of predictions rather than only a point prediction. This approach allows for a better understanding of the uncertainty surrounding the forecast. TimeGPT
supports uncertainty quantification through quantile forecasts and prediction intervals.
What You Will Learn
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- Learn how to compute specific quantiles of the forecast distribution using
TimeGPT
.
- Learn how to compute specific quantiles of the forecast distribution using
-
- Learn how to generate prediction intervals with
TimeGPT
, which give you a range of values that the forecast can take with a given probability.
- Learn how to generate prediction intervals with
Updated about 1 month ago