CODEWITHSUNDEEP
pythontime-seriesforecasting
Nilanjana
Nilanjana

Reputation: 131

Pydlm confidence interval for the predictions

Is there a way of getting the confidence interval for pydlm predictions? I have used both the functions predictN and plotpredictN- Both the functions return only the predictions and the variance but not the confidence intervals for them. Can we get something similar to Prophet model like "Yhat_upper" and "Yhat_lower" values for pydlm predictions?

Upvotes: 0

Views: 164

Answers (1)

wuqi Weber
wuqi Weber

Reputation: 11

You can use getInterval function. Below is an example,

filteredCI_upper = pd.DataFrame(mydlm.getInterval(filterType='forwardFilter')[0])

filteredCI_lower = pd.DataFrame(mydlm.getInterval(filterType='forwardFilter')[1])

Upvotes: 1

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