UnobservedComponents model as probabilistic forecaster

UnobservedComponents model as probabilistic forecaster: a task in MiMo-V2.6-RL-harbor-code: MiMo-V2.6-RL Code (Harbor) (Harbor dataset). ENH UnobservedComponents model as probabilistic forecaster Hey 👋 ! Its seems the UnobservedComponents model wrapper (see here…

The task

[ENH] UnobservedComponents model as probabilistic forecaster Hey 👋 ! Its seems the `UnobservedComponents` model wrapper (see [here](https://github.com/alan-turing-institute/sktime/blob/main/sktime/forecasting/structural.py)) does not support prediction intervals yet right? I would be nice to have them as I do not…

Part of FineEnvs/MiMo-V2.6-RL-harbor-code.