Inconsistency of alpha parameter in interval forecasts #2334
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GrzegorzRut
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It's a known (fixed) bug in This should have been fixed with the 0.11.0 release, an upgrade should fix it for you. |
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I noticed that
AutoETS
andAutoARIMA
have an opposite behavior when it comes to the predictions intervals specified byalpha
.I posted a question on stack overflow.
Is this the expected behavior? Is this due to 2 different libraries behind these algos?
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