Add confidence intervals to Forecast model

- add `.low80`, `.high80`, `.low95`, and `.high95` columns
- add check contraints for the confidence intervals
- rename the `.method` column into `.model` for consistency
This commit is contained in:
Alexander Hess 2021-01-20 16:57:39 +01:00
commit f37d8adb9d
Signed by: alexander
GPG key ID: 344EA5AB10D868E0
7 changed files with 461 additions and 25 deletions

View file

@ -86,11 +86,11 @@ class TestMakePredictions:
assert isinstance(result, pd.DataFrame)
assert list(result.columns) == [
'predictions',
'low_80',
'high_80',
'low_95',
'high_95',
'prediction',
'low80',
'high80',
'low95',
'high95',
]
def test_predict_horizontal_time_series_with_no_demand(