Prediction intervals example noteook (#189)

etna-team · Dec 15, 2023 · dab9dad · dab9dad
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -15,7 +15,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - `ConformalPredictionIntervals` method for prediction intervals estimation ([#152](https://github.com/etna-team/etna/pull/152))
 - Add DeepARNativeModel ([#114](https://github.com/etna-team/etna/pull/114))
 - `EmpiricalPredictionIntervals` method for prediction intervals estimation ([#173](https://github.com/etna-team/etna/pull/173))
-- 
+- Prediction intervals tutorial notebook ([#189](https://github.com/etna-team/etna/pull/189))
 -
 - 
 - 

diff --git a/README.md b/README.md
@@ -177,8 +177,8 @@ To set up a configuration for your project you should create a `.etna` file at t
 
 We have also prepared a set of tutorials for an easy introduction:
 
-| Notebook                                                                                                                     |                                                                                                                                         Interactive launch |
-|:-----------------------------------------------------------------------------------------------------------------------------|-----------------------------------------------------------------------------------------------------------------------------------------------------------:|
+| Notebook                                                                                                                    |                                                                                                                                        Interactive launch |
+|:----------------------------------------------------------------------------------------------------------------------------|----------------------------------------------------------------------------------------------------------------------------------------------------------:|
 | [Get started](https://github.com/etna-team/etna/tree/master/examples/101-get_started.ipynb)                                 |                [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/etna-team/etna/master?filepath=examples/101-get_started.ipynb) |
 | [Backtest](https://github.com/etna-team/etna/tree/master/examples/102-backtest.ipynb)                                       |                   [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/etna-team/etna/master?filepath=examples/102-backtest.ipynb) |
 | [EDA](https://github.com/etna-team/etna/tree/master/examples/103-EDA.ipynb)                                                 |                        [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/etna-team/etna/master?filepath=examples/103-EDA.ipynb) |
@@ -196,6 +196,7 @@ We have also prepared a set of tutorials for an easy introduction:
 | [Hierarchical time series](https://github.com/etna-team/etna/blob/master/examples/303-hierarchical_pipeline.ipynb)          |      [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/etna-team/etna/master?filepath=examples/303-hierarchical_pipeline.ipynb) |
 | [Forecast interpretation](https://github.com/etna-team/etna/tree/master/examples/304-forecast_interpretation.ipynb)         |    [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/etna-team/etna/master?filepath=examples/304-forecast_interpretation.ipynb) |
 | [Classification](https://github.com/etna-team/etna/blob/master/examples/305-classification.ipynb)                           |             [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/etna-team/etna/master?filepath=examples/305-classification.ipynb) |
+| [Prediction intervals](https://github.com/etna-team/etna/tree/master/examples/306-prediction_intervals.ipynb)               |       [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/etna-team/etna/master?filepath=examples/306-prediction_intervals.ipynb) |
 
 ## Documentation
 

diff --git a/docs/source/tutorials.rst b/docs/source/tutorials.rst
@@ -175,3 +175,12 @@ Advanced
 
       ^^^
       How to perform time series classification
+
+   .. grid-item-card:: Prediction intervals
+      :text-align: center
+      :link: tutorials/306-prediction_intervals
+      :link-type: doc
+      :class-header: card-tutorial-advanced
+
+      ^^^
+      How to estimate prediction intervals
diff --git a/examples/306-prediction_intervals.ipynb b/examples/306-prediction_intervals.ipynb
diff --git a/examples/README.md b/examples/README.md
@@ -180,6 +180,22 @@ We have prepared a set of tutorials for an easy introduction:
   - Loading pretrained analyzer 
   - Analyzing segments predictability
 
+
+#### [Prediction intervals](https://github.com/etna-team/etna/tree/master/examples/306-prediction_intervals.ipynb)
+- Loading and preparing data
+- Estimating intervals using builtin method
+    - Accessing prediction intervals in `TSDataset`
+    - Computing interval metrics
+- Estimating prediction intervals using `experimental.prediction_intervals` module
+    - `NaiveVariancePredictionIntervals`
+    - `ConformalPredictionIntervals`
+    - `EmpiricalPredictionIntervals`
+    - Prediction intervals for ensembles
+- Custom prediction interval method
+    - Non-parametric method
+    - Estimating historical residuals
+
+
 ## Scripts
 
 ### Hyperparameter search