{ "cells": [ { "cell_type": "markdown", "id": "6de758ee-a0d2-4b3f-acff-eed419dd17c5", "metadata": {}, "source": [ "# Uncertainty quantification\n", "\n", "In forecasting, it is essential to consider the full distribution of predictions rather than only a point prediction. This approach allows for a better understanding of the uncertainty surrounding the forecast. `TimeGPT` supports uncertainty quantification through quantile forecasts and prediction intervals.\n", "\n", "### What You Will Learn\n", "\n", "1. **[Quantile Forecasts](https://docs.nixtla.io/docs/tutorials-quantile_forecasts)**\n", "\n", " - Learn how to compute specific quantiles of the forecast distribution using `TimeGPT`. \n", "\n", "2. **[Prediction Intervals](https://docs.nixtla.io/docs/tutorials-prediction_intervals)**\n", "\n", " - Learn how to generate prediction intervals with `TimeGPT`, which give you a range of values that the forecast can take with a given probability. \n" ] } ], "metadata": { "kernelspec": { "display_name": "python3", "language": "python", "name": "python3" } }, "nbformat": 4, "nbformat_minor": 5 }