[timeseries-forecast-uncertainty] Time Series Forecast with Uncertainty Band

[MarkusNeusinger]

Historical time series data with forecast projection and uncertainty/confidence band visualization.

Description

A time series plot showing historical data followed by a forecast projection with confidence intervals or uncertainty bands. Essential for communicating prediction uncertainty in forecasting applications.

Applications

• Sales and demand forecasting
• Stock price prediction visualization
• Weather forecast uncertainty
• Economic indicator projections
• Capacity planning

Data

• X-axis: Time/Date sequence
• Historical series: Actual observed values
• Forecast series: Predicted values (continuation)
• Uncertainty band: Upper/lower bounds or confidence intervals (e.g., 80%, 95%)

Notes

• Clear visual distinction between historical and forecast periods
• Shaded area for uncertainty band (e.g., 80% and 95% confidence)
• Often uses vertical line to mark forecast start
• Common in Prophet, ARIMA, and other forecasting libraries

[claude]

✅ Spec ID: timeseries-forecast-uncertainty

Rationale: Combines forecast-specific elements (historical vs predicted split, forecast start marker) with uncertainty visualization (nested confidence bands), distinct from line-confidence which covers general confidence intervals.

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[github-actions]

✅ Specification Ready: timeseries-forecast-uncertainty

PR: #3191

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specification.md

timeseries-forecast-uncertainty: Time Series Forecast with Uncertainty Band

Description

A time series plot that displays historical observed data followed by a forecast projection with confidence intervals or uncertainty bands. The plot clearly distinguishes between the historical period and the forecast period using a vertical line marker, with shaded bands representing different confidence levels (typically 80% and 95%). This visualization is essential for communicating prediction uncertainty in forecasting applications, helping stakeholders understand both the expected values and the range of possible outcomes.

Applications

• Visualizing sales and demand forecasting with confidence intervals for inventory planning
• Displaying stock price or financial indicator predictions with uncertainty ranges for risk assessment
• Communicating weather forecast uncertainty with multiple confidence bands
• Presenting economic projections with confidence intervals for policy decisions
• Illustrating capacity planning forecasts with uncertainty bounds for resource allocation

Data

• date (datetime) - Time index covering both historical and forecast periods
• actual (numeric) - Historical observed values (null/NaN for forecast period)
• forecast (numeric) - Predicted values (typically starts where actual ends, may overlap slightly)
• lower_80 (numeric) - Lower bound of 80% confidence interval
• upper_80 (numeric) - Upper bound of 80% confidence interval
• lower_95 (numeric) - Lower bound of 95% confidence interval
• upper_95 (numeric) - Upper bound of 95% confidence interval
• Size: 50-200 total points (30-150 historical + 10-50 forecast)
• Example: Monthly sales data with 3 years history and 6-month forecast from Prophet or ARIMA model

Notes

• Use a solid line for historical data and a distinct style (dashed or different color) for forecast
• Mark the forecast start with a vertical line or shaded region
• Use nested shaded bands for confidence intervals: darker for 80%, lighter for 95%
• Semi-transparent fills (alpha 0.2-0.4) allow bands to overlap without obscuring data
• Include a clear legend identifying historical data, forecast, and confidence levels
• Consider using a consistent color family (e.g., blue for historical, orange for forecast)

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