More explanation of model and prediction interval construction in forecasting section of the "slide" vignette

[nmdefries]

In the "running a local forecaster" part of the "slide" vignette, it's hard to tell what's going on with the model and prediction intervals. Describe how to obtain nonparametric prediction intervals in more detail, as users may not be familiar with this.

• Maybe a link to show the reason why our uncertainty band has 90% coverage
• Maybe we can take away some parameters, e.g., symmetrize, to make explaining things a bit easier.