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Add feature to produce several prediction intervals simultaneously #240

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mabuimo opened this issue Nov 13, 2023 · 1 comment
Open

Add feature to produce several prediction intervals simultaneously #240

mabuimo opened this issue Nov 13, 2023 · 1 comment

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@mabuimo
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mabuimo commented Nov 13, 2023

Sometimes it is handy to compute both the 80% and 95% prediction time intervals.
We could add the capability of generating several prediction intervals at once. This functionality is already present in the tidyverts *(fable) ecosystem.

@marcozanotti
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+1
This is something that one does almost always.
It would also be nice to have the plot_modeltime_forecast() to adjust in the case of multiple intervals and producing the usual fanchart.

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