Prediction Intervals Python Packages

skforecast

Python library for time series forecasting using scikit-learn compatible models, statistical methods, and foundation models

quantile-forest

Quantile Regression Forests compatible with scikit-learn.

crepes

Python package for conformal prediction

xgboostlss

An extension of XGBoost to probabilistic modelling

lightgbmlss

An extension of LightGBM to probabilistic modelling

conformal-tights

👖 Conformal Tights adds conformal prediction of coherent quantiles and intervals to any scikit-learn regressor or Darts forecaster

doubt

Bringing back uncertainty to machine learning.

insurance-conformal

Conformal prediction intervals for Tweedie/Poisson insurance models - distribution-free coverage guarantees

comport-ai

An HR predictive analytics tool that forecasts the likely range of a worker’s future job performance, using ANNs whose custom loss functions enable them to formulate prediction intervals that are as small as possible, while being just large enough to contain a worker’s actual future performance in most cases.

selfcalibratingconformal

A Python implementation of Self-Calibrating Conformal Prediction

neo-ls-svm

Neo LS-SVM is a modern Least-Squares Support Vector Machine implementation

pitci

Prediction intervals for trees using conformal intervals - pitci