Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add prediction intervals #3876

Merged
merged 56 commits into from
Dec 21, 2022
Merged

Add prediction intervals #3876

merged 56 commits into from
Dec 21, 2022

Conversation

ParthivNaresh
Copy link
Contributor

No description provided.

Copy link
Collaborator

@jeremyliweishih jeremyliweishih left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Curious why we want to use prediction intervals for ARIMA in predict but rest looks good to me! Will approve once we discuss 😄


prediction_interval_result = {}
for conf_int in coverage:
rolling_std = pd.Series(predictions).rolling(5).std().bfill()
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

wow!

evalml/tests/component_tests/test_estimators.py Outdated Show resolved Hide resolved
Copy link
Contributor

@eccabay eccabay left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

This is fantastic work! 🎉 I have a bunch of cleanup and docstring comments, but the implementation overall is super.

Copy link
Contributor

@eccabay eccabay left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Awesome work!

Copy link
Contributor

@christopherbunn christopherbunn left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Some smaller things but LGTM

@ParthivNaresh ParthivNaresh merged commit e6b837a into main Dec 21, 2022
@ParthivNaresh ParthivNaresh deleted the add_prediction_intervals branch December 21, 2022 18:13
@christopherbunn christopherbunn mentioned this pull request Jan 3, 2023
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.

4 participants