yohou.interval¶
Interval forecasters for generating prediction intervals with uncertainty quantification.
Interval Forecasters¶
| Name | Description |
|---|---|
BaseIntervalForecaster |
Base class for interval forecasters. |
IntervalReductionForecaster |
Interval forecaster using sklearn estimators on tabularized time series. |
SplitConformalForecaster |
Split conformal forecaster implementation. |
Similarity estimators¶
| Name | Description |
|---|---|
BaseSimilarity |
Base class for similarity measures used in interval forecasting. |
DistanceSimilarity |
Distance-based similarity using scipy metrics for weighting observations. |
Utilities¶
| Name | Description |
|---|---|
weighted_quantile |
Compute weighted quantile using cumulative sum approach. |