Confidence intervals: Provide better mechanisms for customization

[reknih]

Hi!
First of all, great library, thanks for open-sourcing it!

In my project, I'd like to apply custom confidence intervals to the ARIMA predictions.
In the Readme file, you have stated that the confidence intervals can be changed in the ForecastUtil class, presumably through changing its confidence_constant_95pct constant. This, however, is not feasible if the project is used as a Maven dependency instead of using it as a local source dependency. It is, furthermore, not obvious to the layperson (or at least to me) how to calculate the constant for another confidence interval.

As far as I see it, the problem could be addressed in two ways ways:

• Provide a public, static conversion method to get the constant for a custom percentile in ForecastUtil which can then be used with the setConfInterval method of the ForecastResult class. This would maybe be the simplest solution!
• Extend the ArimaParams class with a confidence interval property, there could then maybe be another constructor with which custom percentiles can be set.

I'd be glad to contribute a solution to this if someone could give me some pointers on how to calculate the constant.

Have a great day!

[ayushpatidar]

@reknih
Did you found any way to change the confidence interval , in existing code !!