概要
The Nixtla Uncertainty Quantifier is a specialized skill for Claude Code that adds a critical layer of risk assessment to time series forecasting. By leveraging advanced conformal prediction techniques—including quantile and jackknife+ methods—it transforms standard point forecasts from models like TimeGPT or StatsForecast into actionable ranges. This tool is essential for data scientists and analysts who need to understand the statistical 'worst-case' and 'best-case' scenarios, providing the mathematical confidence intervals and calibration metrics required for robust financial planning, supply chain optimization, and demand modeling.