I am training this various models, and I get the following message, what could it be? When I remove the level parameter in the predict method, everything works fine.

which version of mlforecast are you using?

I am having the same problem when trying with a new dataset. I am using 0.13.5

Can you try upgrading? It's not possible to create intervals if you don't have enough samples and we added an error recently

Okay, I will try to upgrade my MLForecast. Thank you!