Skip to content

spec: add timeseries-forecast-uncertainty specification#3191

Merged
MarkusNeusinger merged 1 commit intomainfrom
specification/timeseries-forecast-uncertainty
Jan 7, 2026
Merged

spec: add timeseries-forecast-uncertainty specification#3191
MarkusNeusinger merged 1 commit intomainfrom
specification/timeseries-forecast-uncertainty

Conversation

@github-actions
Copy link
Copy Markdown
Contributor

@github-actions github-actions Bot commented Jan 7, 2026

New Specification: timeseries-forecast-uncertainty

Related to #3188


specification.md

timeseries-forecast-uncertainty: Time Series Forecast with Uncertainty Band

Description

A time series plot that displays historical observed data followed by a forecast projection with confidence intervals or uncertainty bands. The plot clearly distinguishes between the historical period and the forecast period using a vertical line marker, with shaded bands representing different confidence levels (typically 80% and 95%). This visualization is essential for communicating prediction uncertainty in forecasting applications, helping stakeholders understand both the expected values and the range of possible outcomes.

Applications

  • Visualizing sales and demand forecasting with confidence intervals for inventory planning
  • Displaying stock price or financial indicator predictions with uncertainty ranges for risk assessment
  • Communicating weather forecast uncertainty with multiple confidence bands
  • Presenting economic projections with confidence intervals for policy decisions
  • Illustrating capacity planning forecasts with uncertainty bounds for resource allocation

Data

  • date (datetime) - Time index covering both historical and forecast periods
  • actual (numeric) - Historical observed values (null/NaN for forecast period)
  • forecast (numeric) - Predicted values (typically starts where actual ends, may overlap slightly)
  • lower_80 (numeric) - Lower bound of 80% confidence interval
  • upper_80 (numeric) - Upper bound of 80% confidence interval
  • lower_95 (numeric) - Lower bound of 95% confidence interval
  • upper_95 (numeric) - Upper bound of 95% confidence interval
  • Size: 50-200 total points (30-150 historical + 10-50 forecast)
  • Example: Monthly sales data with 3 years history and 6-month forecast from Prophet or ARIMA model

Notes

  • Use a solid line for historical data and a distinct style (dashed or different color) for forecast
  • Mark the forecast start with a vertical line or shaded region
  • Use nested shaded bands for confidence intervals: darker for 80%, lighter for 95%
  • Semi-transparent fills (alpha 0.2-0.4) allow bands to overlap without obscuring data
  • Include a clear legend identifying historical data, forecast, and confidence levels
  • Consider using a consistent color family (e.g., blue for historical, orange for forecast)

Next: Add approved label to the issue to merge this PR.


🤖 spec-create workflow

@MarkusNeusinger MarkusNeusinger merged commit 11ecee6 into main Jan 7, 2026
4 checks passed
@MarkusNeusinger MarkusNeusinger deleted the specification/timeseries-forecast-uncertainty branch January 7, 2026 16:24
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant