feat: add quantiles to forecast and cross validation methods #241
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this change is mainly to avoid handling dots in column names for distributed timegpt
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this pr adds the
quantilesargument to theforecastandcross_validationmethods.this feature will enable users to forecast quantiles directly, instead of transforming the outputs when
levelis used.the choice of the column names for the quantile forecasts (
TimeGPT-q-{int(100 * q)}) responds to the limitations of distributed engines to handle dots (.) correctly in the columns.this choice was also included in the docstrings to prevent confusion between quantiles and percentiles.
also a tutorial on how to use the new feature was added.