yohou.interval¶
Interval forecasters for prediction uncertainty quantification.
Classes¶
| Name | Description |
|---|---|
BaseIntervalForecaster |
Base class for interval forecasters. |
BaseSimilarity |
Base class for similarity measures used in interval forecasting. |
IntervalReductionForecaster |
Interval forecaster using sklearn estimators on tabularized time series. |
CompositeSimilarity |
Combine multiple named similarity measures into a single weight vector. |
DistanceSimilarity |
Distance-based similarity using scipy metrics for weighting observations. |
SeasonalSimilarity |
Temporal similarity using Fourier features for weighting observations. |
SplitConformalForecaster |
Split conformal forecaster implementation. |
Functions¶
| Name | Description |
|---|---|
weighted_quantile |
Compute weighted quantile using cumulative sum approach. |