PredictIntervalAbstractModel

class PredictIntervalAbstractModel[source]

Bases: abc.ABC

Interface for model with forecast method that creates prediction interval.

Inherited-members

Methods

forecast(ts[, prediction_interval, quantiles])

Make predictions.
abstract forecast(ts: etna.datasets.tsdataset.TSDataset, prediction_interval: bool = False, quantiles: Sequence[float] = (0.025, 0.975)) → etna.datasets.tsdataset.TSDataset[source]

Make predictions.

Parameters

  • ts (etna.datasets.tsdataset.TSDataset) – Dataset with features

  • prediction_interval (bool) – If True returns prediction interval for forecast

  • quantiles (Sequence[float]) – Levels of prediction distribution. By default 2.5% and 97.5% are taken to form a 95% prediction interval

Returns

Dataset with predictions

Return type

etna.datasets.tsdataset.TSDataset