forecaster.py 文件源码

def predict_uncertainty(self, df):
        """Prediction intervals for yhat and trend.

        Parameters
        ----------
        df: Prediction dataframe.

        Returns
        -------
        Dataframe with uncertainty intervals.
        """
        sim_values = self.sample_posterior_predictive(df)

        lower_p = 100 * (1.0 - self.interval_width) / 2
        upper_p = 100 * (1.0 + self.interval_width) / 2

        series = {}
        for key in ['yhat', 'trend']:
            series['{}_lower'.format(key)] = np.nanpercentile(
                sim_values[key], lower_p, axis=1)
            series['{}_upper'.format(key)] = np.nanpercentile(
                sim_values[key], upper_p, axis=1)

        return pd.DataFrame(series)