[BUG] fix BATS and TBATS _predict_interval interface, part 2
#4505
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fkiraly
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Apr 23, 2023
… in-sample (#4470) Bug #4468 surfaced that probabilistic forecast methods were not tested in-sample. This PR adds coverage for probabilistic forecast methods `predict_quantiles`, `predict_interval` used in-sample. This should also surface #4468 in 0.17.1, which should pass on 0.17.0 or post-#4469. Depends on: * #4472 to ensure we test all estimators at the same time * #4476 for cleaning up the `test_predict_time_index` test * fixes in #4469 * fixes in #4505 * #4506
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With more test coverage on
predict_intervalfrom #4470,BATSandTBATSfail some in-sample cases.These were not addressed in #4492