ARIMA Prediction Intervals

pedrodomingosdv
pedrodomingosdv New Altair Community Member
edited November 5 in Community Q&A
Hi, I was successful establishing a suitable ARIMA model with nice results, but I was thinking if it is possible to show also the prediction intervals?

That would be good to end users I believe.

Regards

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Best Answer

  • tftemme
    tftemme New Altair Community Member
    Answer ✓
    Hi @pedrodomingosdv,

    Unfortunately the calculation of the prediction intervals is not yet implemented.

    I would suggest to use the Forecast Validation operator to calculate the (regression) performance of the model on test windows of your data set.

    Best regards,
    Fabian

Answers

  • tftemme
    tftemme New Altair Community Member
    Answer ✓
    Hi @pedrodomingosdv,

    Unfortunately the calculation of the prediction intervals is not yet implemented.

    I would suggest to use the Forecast Validation operator to calculate the (regression) performance of the model on test windows of your data set.

    Best regards,
    Fabian
  • pedrodomingosdv
    pedrodomingosdv New Altair Community Member
    Hi tftemme,
    thanks for the reply. I suspected that it wasn't available so far. Now I'm sure.
    Looking forward t ha

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