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prediction intervals

Open ellisp opened this issue 8 years ago • 0 comments

We're reluctant to add this xgboost functionality to forecastHybrid until

  1. this time series implementation has been proven to work in a wide variety of situations (eg against Mcomp and Tcomp data at a minimum) ; and
  2. we have prediction intervals of some sort.

We might be able to mimic the approach used by forecast::nnetar.

ellisp avatar Nov 03 '16 20:11 ellisp