Confidence intervals?

[cdeterman]

I am interesting in possibly using river for a time series forecasting problem but part of the requirements for the project include the need for confidence/prediction intervals. Does river facilitate this for a time series forecasting problem?

[raphaelsty]

Hi @cdeterman,

You might be interested in one example in particular from the River documentation that use prediction intervals, Quantile Regression Uncertainty and especially quantile loss optim.losses.Quantile(alpha=0.95). You can use this loss with most of the River models. 🙂