Interface: PredictionInterval
@kortexya/reasoninglayer / Forecast / PredictionInterval
Interface: PredictionInterval
Defined in: src/types/forecast.ts:88
A conformal prediction interval.
Remarks
The calibrated forward-return interval attached to a ranked instrument, at the
miscoverage level alpha recorded on the ForecastCertificate.
Sent on the wire as a two-element array [lower, upper]; the SDK names the
bounds.
Example
const interval: PredictionInterval = { lower: -0.02, upper: 0.11 };Properties
lower
lower:
number
Defined in: src/types/forecast.ts:90
Lower bound of the interval.
upper
upper:
number
Defined in: src/types/forecast.ts:93
Upper bound of the interval.