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Predict time intervals about autots HOT 3 CLOSED

winedarksea avatar winedarksea commented on August 19, 2024
Predict time intervals

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Comments (3)

winedarksea avatar winedarksea commented on August 19, 2024

https://github.com/winedarksea/AutoTS/blob/master/extended_tutorial.md

If you could be more specific, that would be helpful

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Gpen997 avatar Gpen997 commented on August 19, 2024

I want to predict confidence intervals for data 0.95 and 0.90
How to split data for test and train in autots

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winedarksea avatar winedarksea commented on August 19, 2024

If you read the documentation and the docstrings you will see answers to this...
For prediction interval, pass prediction_interval=0.95 (or whatever you desire) to the AutoTS() init. Then access the results:

prediction = model.predict()
upper_forecasts_df = prediction.upper_forecast
lower_forecasts_df = prediction.lower_forecast

and for train/test split, this is also clearly discussed in the documentation.

model = AutoTS(... other parameters...
    num_validations=2,
    validation_method='even',
    )

Read the extended_tutorial for a discussion of different train/test split options.

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