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Add confidence intervals to SARIMA #172
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Codecov Report
@@ Coverage Diff @@
## master #172 +/- ##
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- Coverage 87.22% 86.40% -0.82%
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Files 74 74
Lines 3272 3311 +39
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+ Hits 2854 2861 +7
- Misses 418 450 +32
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Docs fixes 👍 |
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It will work, but may need some changes in the future.
for segment in self._segments: | ||
model = self._models[segment] | ||
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segment_predict = self._forecast_segment(model, segment, ts, confidence_interval) |
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Have you considered possibility to use standard forecast method?
As I understand confidence_interval
parameter makes it impossible if _forecast_segment
is staticmethod
, but it is not necessary to keep it static.
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We can use standard methods in the future when we add ci to the rest of the models, but now Julia advised me to do it this way
IMPORTANT: Please do not create a Pull Request without creating an issue first.
Before submitting (must do checklist)
Type of Change
Proposed Changes
Add confidence intervals to SARIMA
Related Issue
Closing issues