Add prediction intervals - #3876
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…yx/evalml into ARIMA_prediction_intervals
chukarsten
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jeremyliweishih
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jeremyliweishih
December 8, 2022 17:46
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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() |
eccabay
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Dec 13, 2022
eccabay
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This is fantastic work! 🎉 I have a bunch of cleanup and docstring comments, but the implementation overall is super.
christopherbunn
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Dec 20, 2022
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Some smaller things but LGTM
…/evalml into add_prediction_intervals
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