Conformal Prediction, Machine Learning, Uncertainty, Forecasting, Open Source.
7. We now have everything to produce prediction intervals from the conformal predictive distributions for the test objects: intervals = cps_mond_norm.predict(y_hat=y_hat_test, sigmas=sigmas_test, bins=bins_test, lower_percentiles=2.5, higher_percentiles=97.5, y_min=0) Step 8. We may request that