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feat(conformal): CV-calibrated prediction intervals - #83

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AzulGarza wants to merge 10 commits into

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feat/conformal-prediction

Open

feat(conformal): CV-calibrated prediction intervals#83
AzulGarza wants to merge 10 commits into
mainfrom
feat/conformal-prediction

Commits on Oct 29, 2026
- feat(conformal): add CV-calibrated prediction intervals
  
  AzulGarza
  and
  cursoragent
  committed
  cb12130
- docs(conformal): fix strict autoref for mkdocs build
  
  AzulGarza
  and
  cursoragent
  committed
  6ecb0bc
- fix(conformal): calibrate on training slices only and keep raw unique_id keys
  
  AzulGarza
  and
  cursoragent
  committed
  aed636e
- test(conformal): cover FoundationForecast path and integer unique_id
  
  AzulGarza
  and
  cursoragent
  committed
  c37f1a9
- docs(conformal): runnable API snippet and executed holdout notebook
  
  AzulGarza
  and
  cursoragent
  committed
  f6b1031
- feat(models): accept prediction_intervals in every model constructor
  
  AzulGarza
  and
  cursoragent
  committed
  2c5c256
- test(conformal): construct models with prediction_intervals
  
  AzulGarza
  and
  cursoragent
  committed
  c6e5f6a
- docs(conformal): render formulas and show fixed-knot coverage gap in notebook
  
  AzulGarza
  and
  cursoragent
  committed
  daeec03
- test(conformal): cross_validation recalibrates intervals per window
  
  AzulGarza
  and
  cursoragent
  committed
  079381b
- docs(conformal): document cross_validation support and use it in notebook
  
  AzulGarza
  and
  cursoragent
  committed
  e30236f