Difference in yhat with and without quantiles specified #1355
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tuttoaposto
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Q&A - get help using NeuralProphet
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Did you set the random seed? `set_random_seed(0)' |
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I noticed the point forecasts in the test set shifted upwards and away from the actuals after specifying quantiles as in NeuralProphet(quantiles = [0.025, 0.975]), because I wanted to generate conformal prediction intervals in the next step. This increased MAPE from 0.034545 to 0.041148. Why is that?
What should I do to make the point forecasts stay the same while adding valid prediction intervals?
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