capability__pred_int#
- capability__pred_int()[source]#
Capability: the forecaster can make probabilistic or interval forecasts.
String name:
"capability:pred_int"
Public capability tag
Values: boolean,
True
/False
Example:
True
Default:
False
sktime
supports a range of ways to make probabilistic type forecasts, via the following methods of any forecaster:predict_interval
: prediction intervalspredict_quantiles
: quantile forecastspredict_var
: variance forecastspredict_proba
: distribution forecasts
If the
capability:pred_int
tag isTrue
, the forecaster can make probabilistic type forecasts using all of the above methods.Even if the forecaster natively implements only one of the above methods, all are available to the user:
interval and quantile forecasts are of equivalent information, with intervals of a coverage assumed symmetric
a forecaster with available distribution forecasts obtains prediction intervals and quantile forecasts from the distribution
a forecaster with available variance forecasts assumes a normal distribution around the
predict
output as mean, and derives prediction intervals and quantiles from that normal distributiona forecaster with available interval or quantile uses the IQR to to derive variance forecasts under normality assumptions. Users should note that this may lead to a distribution forecast which is not consistent with interval or quantile forecasts.
If the tag is
False
, the forecaster cannot make probabilistic forecasts, and will raise an error if a probabilistic forecast is attempted.