Is it possible to generate prediction intervals for time series forecasts when using a Azure AutoML trained models? Could we get the training errors out of the process and use them for bootstrapping?
You can generate forecast quantiles. See the following notebook for more details: https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/automated-machine-learning/forecasting-forecast-function/auto-ml-forecasting-function.ipynb