Struct ForecastResult 

pub struct ForecastResult {
    pub values: Vec<f64>,
    pub timestamps: Vec<i64>,
    pub confidence_lower: Vec<f64>,
    pub confidence_upper: Vec<f64>,
    pub confidence_level: f64,
}

Forecast result with predictions and confidence intervals.

Fields

values: Vec<f64>

Predicted values.

timestamps: Vec<i64>

Predicted timestamps (nanoseconds).

confidence_lower: Vec<f64>

Lower confidence bound.

confidence_upper: Vec<f64>

Upper confidence bound.

confidence_level: f64

Confidence level (e.g. 0.95).

Implementations

impl ForecastResult

pub fn with_confidence(self, level: f64) -> Result<Self, ForecastError>

Rescale the prediction interval to a different confidence level.

Every model in this crate builds a symmetric normal interval — value ± z·σ_h, with σ_h whatever the model’s horizon-dependent error scale is — so changing the level is exactly a change of z, and this rescaling is not an approximation of the model’s own answer at that level: it is that answer.

That is only true because the interval is symmetric and normal. It is not true of the empirical residual quantiles from QuantileForecaster, which is where to go when the residuals are skewed or the tails matter more than the shape.

Errors

ForecastError::InvalidParams when level is not in (0, 1), or when the result’s own confidence_level is not, which would make the ratio meaningless.

Trait Implementations

impl Clone for ForecastResult

fn clone(&self) -> ForecastResult

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ForecastResult

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ForecastResult

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for ForecastResult

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.