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Add prediction intervals #3876
Add prediction intervals #3876
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…yx/evalml into ARIMA_prediction_intervals
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Curious why we want to use prediction intervals for ARIMA in predict
but rest looks good to me! Will approve once we discuss 😄
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prediction_interval_result = {} | ||
for conf_int in coverage: | ||
rolling_std = pd.Series(predictions).rolling(5).std().bfill() |
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wow!
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This is fantastic work! 🎉 I have a bunch of cleanup and docstring comments, but the implementation overall is super.
evalml/pipelines/components/estimators/regressors/exponential_smoothing_regressor.py
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evalml/pipelines/components/estimators/regressors/prophet_regressor.py
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evalml/pipelines/components/estimators/regressors/prophet_regressor.py
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evalml/pipelines/components/estimators/regressors/prophet_regressor.py
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Awesome work!
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Some smaller things but LGTM
evalml/pipelines/components/estimators/regressors/exponential_smoothing_regressor.py
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…/evalml into add_prediction_intervals
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