[borroka]

That's exactly what I was talking about. The nature of the uncertainly intervals is made even more nebulous when not using formal notation, something I was guilty of doing in my comment--even if I used the word "loosely" for that purpose.

If you think about linear regression, it makes sense, given the assumptions of linear regression, that confidence interval E[x|y] is narrower around the mean of x and y.

If I had to choose between the two, confidence intervals in a forecasting context are less useful in the context of decision-making, while prediction intervals are, in my opinion, always needed.