[FEATURE] Add conformal models for classification-based forecasting models

[JepeCC]

Describe the issue linked to the documentation
After the recent update classifiers has been added to the model kit. Since these are still considered a GlobalForecastingModel they should in principle work with the conformal prediction interface. However, you haven't described anything about this in relation to the new classifiers, and I am therefore a little unsure how good the conformal prediction is when the input is a classifier. I don't think that really works in my opinion.

So do you have any updates/description about this ?

[dennisbader]

Hi @JepeCC, you're right. Our conformal models should only be used with the regression models (e.g. models predicting a continuous numerical value).

I can convert this issue to a feature request and add it to our backlog. It's not a very high prio at the moment for us though.