Conformal prediction intervalsΒΆ

Causal split-conformal prediction intervals (ConformalWrapper, rolling_conformal) around any SignalModel-conforming point regressor.

ConformalWrapper(model[, alpha, window])

Causal split-conformal prediction interval around a point model.

rolling_conformal(model_factory, X, y, *[, ...])

Walk-forward split-conformal prediction intervals.