Hi Nixtla team, do you have updates on conformal prediction for neural forecast? NF is amazing library I have been using on client projects and many clients are asking for CP on top, would be great to have it in NF as well (have been implementing manually on top of NF models and it worked remarkably well).

Would you be able to point towards that implementation @Valeriy? Do you have a github repository on that work?

Hi @Kin Gtz. Olivares this was done for client so unfortunately won’t be able to share, but it was very simple procedure similar to what Nixtla does in statsforecast and mlforecast for CP

Sounds good, thanks for the pointer