Nowadays decision making is strongly supported by the high-confident point estimations produced by deep learning algorithms. In many activities, they are sufficient for the decision-making process. However, in some other cases, confidence intervals are required too for an appropriate decision-making process. In this work, a first attempt to generate point estimations with confidence intervals for the $^{222}$Rn radiation level time series at Canfranc Underground Laboratory is presented. To predict the low-radiation periods allows correctly scheduling the unshielded periods for maintenance operations in the experiments hosted in this facility. This should minimize the deposition of radioactive dust on the exposed surfaces during these unshielded periods. An approach based on deep learning with stochastic regulation is evaluated in the forecasting of point estimations and confidence intervals of the $^{222}$Rn time series and compared with a second approach based on Gaussian processes. As a consequence of this work, an evaluation of the capacity of Gaussian process and deep learning with stochastic regularization for generating point estimations and their confidence intervals for this time series is stated.