Time Series Analysis, Forecasting, Machine Learning, Conformal Prediction, Neuralprophet.
probabilistic forecasts using Conformal Prediction, including one of the most popular models Conformalized Quantile Regression (CQR). # specify quantiles quantile_lo, quantile_hi = 0.05, 0.95 quantiles = [quantile_lo, quantile_hi] n_lags = 7 n_forecasts = 7 m_multistep_quantile_regression =