pastas.solver.LmfitSolve.prediction_interval

LmfitSolve.prediction_interval(n=1000, alpha=0.05, max_iter=10, **kwargs)

Method to calculate the prediction interval for the simulation.

Returns

• data (Pandas.DataFrame) – DataFrame of length number of observations and two columns labeled 0.025 and 0.975 (numerical values) containing the 2.5% and 97.5% prediction interval (for alpha=0.05)

• **kwargs – Additional keyword arguments are passed to the ml.simulate() method. For example, tmin and tmax can be passed as keyword arguments to compute the prediction interval for a specific period.

Parameters

• n (int) –

• alpha (float) –

• max_iter (int) –

Return type

DataFrame

Notes

Add residuals assuming a Normal distribution with standard deviation equal to the standard deviation of the residuals.