smooth.ES.predict_intervals

ES.predict_intervals(h, X=None, levels=[0.8, 0.95], side='both')

Generate prediction intervals using the fitted ADAM model.

Parameters:

• h (int) – Forecast horizon (number of steps to forecast).

• X (Optional[NDArray], default=None) – Exogenous variables for the forecast period.

• levels (List[float], default=[0.8, 0.95]) – Confidence levels for prediction intervals.

• side (Literal["both", "upper", "lower"], default="both") – Which side(s) of the intervals to return.

Returns:

Dictionary containing point forecasts and prediction intervals. Keys include ‘forecast’, and ‘lower’/’upper’ depending on side.

Return type:

Dict[str, NDArray]

Raises:

ValueError – If the model has not been fitted yet.

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Parent Class: ES