Below the Time stamp drop-down box is a check box and text field that the user can opt to have the system compute confidence bounds on the predictions that it makes. The default confidence level is 95%. The system uses predictions made for the known target values in the training data to set the confidence bounds. So, a 95% confidence level means that 95% of the true target values fell within the interval. Note that the confidence intervals are computed for each step-ahead level independently, i.e. all the one-step-ahead predictions on the training data are used to compute the one-step-ahead confidence interval, all the two-step-ahead predictions are used to compute the two-step-ahead interval, and so on.