Struct QuantileForecast 

pub struct QuantileForecast {
    pub timestamps: Vec<i64>,
    pub point: Vec<f64>,
    pub levels: Vec<f64>,
    pub quantiles: Vec<Vec<f64>>,
    pub calibration_counts: Vec<usize>,
}

A per-horizon set of predicted quantiles.

Fields

timestamps: Vec<i64>

Timestamps of the forecast points (nanoseconds).

point: Vec<f64>

Point forecast from the underlying model, one per horizon step.

levels: Vec<f64>

Requested quantile levels, ascending.

quantiles: Vec<Vec<f64>>

quantiles[i][h] is the levels[i] quantile at horizon step h.

calibration_counts: Vec<usize>

Number of residuals backing each horizon step’s calibration.

Small counts mean wide sampling error in the quantile estimate; the caller can use this to decide whether to trust a given horizon.

Implementations

impl QuantileForecast

pub fn level(&self, level: f64) -> Option<&[f64]>

Values for level, if it was among the requested levels.

Matched with a small tolerance rather than exactly: levels are routinely derived arithmetically ((1.0 - 0.9) / 2.0 is 0.049999999999999996, not 0.05), so exact f64 equality would fail for the very levels QuantileConfig::central produces.

pub fn horizon(&self) -> usize

Number of horizon steps.

Trait Implementations

impl Clone for QuantileForecast

fn clone(&self) -> QuantileForecast

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for QuantileForecast

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for QuantileForecast

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for QuantileForecast

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

where __S: Serializer,

Serialize this value into the given Serde serializer.