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[Core StatsForecast] Bottom unbound confidence intervals?

Open concimuscb opened this issue 1 year ago • 0 comments

Description

Aside of being able to get prediction intervals with upper and lower bounds, enable the ability to predict intervals so that x% of the distribution is covered.

Use case

In inventory management you are typically given a target Customer Service Level. In other words, more than the interval which covers the 80% of the distribution and cuts the left and right tails of the distribution, the interesting datum is the 80% quantile, which takes into account the left tail of the distribution.

I am not sure if this is already possible, but I couldn't find it in the documentation nor the tutorials.

concimuscb avatar Jun 13 '24 11:06 concimuscb