forecasting interval - how to reduce processing time

[alekris]

I'm working with a prediction using N-BEATS. I would like to build a forecast interval. But, if I use all tested networks (each initialization), the processing time increases too much.
Could I use the validation residuals to run the bootstrap ?

Thanks

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^{Referred here by Forecasting: Principles and Practice, by Rob J Hyndman and George Athanasopoulos}