INNER CODE UNIT · Python
PredictionIntervals
aimclub/FEDOT · fedot/core/pipelines/prediction_intervals/main.py:19
class PredictionIntervals:
"""Class for building prediction intervals based on Fedot functionality.
Args:
model: a fitted Fedot class object for times series forecasting task
horizon: horizon for ts forecasting
nominal_error: nominal error for prediction intervals task
method: general method for creating forecasts. Possible options:
- 'last_generation_ql' -> a number of pipelines from the last generation is fitted using
quantile loss/pinball loss metric.
- 'best_pipelines_quantiles' -> prediction intervals are computed based on predictions of all
pipelines in last generation
- 'mutation_of_best_pipeline' -> prediction intervals are built relying on mutations of the final
pipeline
params: params for building prediction intervals.
"""