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Is it possible to generate quantiles from an ensemble method/model? #1682

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afogarty85 opened this issue Mar 31, 2023 · 1 comment · Fixed by #1692
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Is it possible to generate quantiles from an ensemble method/model? #1682

afogarty85 opened this issue Mar 31, 2023 · 1 comment · Fixed by #1692
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@madtoinou
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@afogarty85
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Is it possible to generate quantile forecasts given the machinery in-place via:

from darts.models import RegressionEnsembleModel
@afogarty85 afogarty85 added the triage Issue waiting for triaging label Mar 31, 2023
@madtoinou madtoinou added question Further information is requested and removed triage Issue waiting for triaging labels Apr 4, 2023
@madtoinou madtoinou self-assigned this Apr 4, 2023
@madtoinou madtoinou added the improvement New feature or improvement label Apr 4, 2023
@madtoinou
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Hi, this is not possible at the moment but the code requires very minor modifications in order to support it. I'll open a PR in the afternoon.

@madtoinou madtoinou mentioned this issue Apr 4, 2023
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Feat/probabilistic ensemble unit8co/darts
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@madtoinou @afogarty85