Time Series Analysis, Forecasting, Machine Learning, Conformal Prediction, Neuralprophet.
naive_multistep_forecast_conformal_test_df = m_multistep_quantile_regression.conformal_predict( test_df, calibration_df=cal_df, alpha=alpha, method=method, plotting_backend=plotting_backend, ) Half of the prediction interval (qhat) As part of the results, NeuralProphet helpfully produces a plot