Conformal Prediction, Machine Learning, Uncertainty, Forecasting, Open Source.
correct target in an interval is 1-confidence: std_intervals = cr_std.predict(y_hat=y_hat_test, confidence=0.99) intervals_std = cr_std.predict(y_hat=y_hat_test, y_min=0) This will output prediction intervals, to normalize the intervals and make them more informative by tailoring each prediction