**Probabilistic Forecasting Planning** **Attendees:** **Agenda:** * introductions * @Svea gives overview of refactor state and next steps * all to discuss work items, ways of working (e.g., joint stand-ups) * agree next steps **Refactor Idea** * Instead of computing predicition intervals within the predict function we will separate stand-alone functions to predict intervals and to predict quantiles. * Currently base class refactor is (hopefully almost done) **TODOs** sooner: * Refactor Inheriting Classes * List of Inheriting Classes that have probabilistic capabilities * based on tag (maybe not always correct) * tell by looking at _pred() fucntion * testing predict() with pred_int = true * use the test `test_all_forecasters/test_predict_pred_interval` (original or modify to "catch" the estimators) * Refactoring guideline * Must: implement `predict_quantiles()` * Must remove pred_int argument from `_predict()` function * Maybe: implement `predict_interval()` (if defaulting to predict_quantiles is inefficient) * Update Extension Guideline * Upadte Tutorial * Impelement prediction intervals for forecasters that don't support probabilistic forecasting yet (e.g. Naive forecaster) * Improve tests (so far only test stabs) later: * Add model agnostic default strategy in base class * Think of how user can decide which stratgy to use todo: tests (test all forecasters, maybe also look at Svea's stab) check which forecaster needs refactor