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Prediction intervals visualization #267

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WinstonDovlatov opened this issue Nov 10, 2021 · 0 comments · Fixed by #538
Closed
1 task

Prediction intervals visualization #267

WinstonDovlatov opened this issue Nov 10, 2021 · 0 comments · Fixed by #538
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enhancement New feature or request
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@WinstonDovlatov
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WinstonDovlatov commented Nov 10, 2021

🚀 Feature Request

Add prediction intervals visualization

Motivation

Tool for forecast visualization

Proposal

Enhance method plot_forecast:

  1. Add parameter prediction_intervals: bool = False
  2. Add parameter quantiles: Optional[Sequence[float]] = None
  3. Method should now plot prediction intervals if prediction_intervals=True using the quantiles from forecast_ts
  4. If quantiles=None use all quantiles from forecast_ts
  5. Use only the quantiles from quantiles that are presented in forecast_ts(throw warning about missing quantiles)

Add picture with visualization example to PR

Test cases

Check the behavior of the method in different cases:

  1. Plot all quantiles from forecast_ts
  2. Plot specific quantiles from forecast_ts
  3. Incorrect parameters(quantiles are not in forecast_ts e.g. )

Alternatives

No response

Additional context

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Checklist

  • I discussed this issue with ETNA Team
@WinstonDovlatov WinstonDovlatov added the enhancement New feature or request label Nov 10, 2021
@alex-hse-repository alex-hse-repository added this to the EDA milestone Feb 14, 2022
@alex-hse-repository alex-hse-repository changed the title Visualization of confidence intervals Prediction intervals visualization Feb 15, 2022
@Ama16 Ama16 self-assigned this Feb 16, 2022
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Labels
enhancement New feature or request
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