business-science/modeltime

Add feature to produce several prediction intervals simultaneously

mabuimo opened this issue · 1 comments

Sometimes it is handy to compute both the 80% and 95% prediction time intervals.
We could add the capability of generating several prediction intervals at once. This functionality is already present in the tidyverts *(fable) ecosystem.

+1
This is something that one does almost always.
It would also be nice to have the plot_modeltime_forecast() to adjust in the case of multiple intervals and producing the usual fanchart.