Uncertainty quantification (tsbootstrap.uq) =========================================== The uncertainty-quantification surface is also re-exported at the top level, so ``from tsbootstrap import EnbPIEnsemble`` works alongside ``from tsbootstrap.uq import EnbPIEnsemble``. scikit-learn (the ``uq`` extra) is imported lazily inside the out-of-bag path, so importing these names on a core-only install is safe; it is required only when an EnbPI ensemble is fitted. .. note:: :func:`~tsbootstrap.uq.forecast.forecast_intervals` currently supports the :class:`~tsbootstrap.methods.AR` model only and raises :class:`~tsbootstrap.errors.MethodConfigError` for ARIMA or VAR. Out-of-sample forecast intervals for ARIMA and VAR are tracked on the roadmap. .. automodule:: tsbootstrap.uq :members: :member-order: bysource :show-inheritance: