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remove default settings (None for calibration df and 0.1 for alpha) #1079

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merged 3 commits into from
Dec 21, 2022
Merged

remove default settings (None for calibration df and 0.1 for alpha) #1079

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8252f8c
remove default settings (None for calibration df and 0.1 for alpha)
christymctse Dec 20, 2022
c0cff88
Merge branch 'main' into remove_default_setting
Kevin-Chen0 Dec 21, 2022
d5f83a9
black reformatting
christymctse Dec 21, 2022
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6 changes: 2 additions & 4 deletions neuralprophet/forecaster.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3104,17 +3104,15 @@ def _reshape_raw_predictions_to_forecst_df(self, df, predicted, components):
df_forecast = pd.concat([df_forecast, yhat_df], axis=1, ignore_index=False)
return df_forecast

def conformal_predict(
self, df, calibration_df=None, alpha=0.1, method="naive", plotting_backend="default", **kwargs
):
def conformal_predict(self, df, calibration_df, alpha, method="naive", plotting_backend="default", **kwargs):
"""Apply a given conformal prediction technique to get the uncertainty prediction intervals (or q-hats). Then predict.

Parameters
----------
df : pd.DataFrame
test dataframe containing column ``ds``, ``y``, and optionally ``ID`` with data
calibration_df : pd.DataFrame
optional, holdout calibration dataframe for split conformal prediction
holdout calibration dataframe for split conformal prediction
alpha : float
user-specified significance level of the prediction interval
method : str
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