Uncertainty estimation at scale with functime, Polars and conformal predictions
functime is a modern time-series forecasting library to generate predictions for thousands of time series at once, while never leaving your laptop. Thanks to Polars' powerful query engine, feature extraction and cross-validation are 1-2 orders of magnitude faster. Plus, functime offers a best-of-the-class set of diagnostic tools to further streamline your workflow.
In this talk, we'll learn how to use functime to analyse your model and generate blazingly fast prediction intervals using EnBPI, a state-of-the-art conformal prediction framework that is also available in other popular Python packages.
