Сравнение на методи

	Конформно прогнозиране за прогнозиране на времеви редове	Модел ARIMA (Autoregressive Integrated Moving Average)	Квантилна регресия
Област	Иконометрия	Иконометрия	Иконометрия
Семейство	Regression model	Regression model	Regression model
Година на възникване	2021	2015	1978
Създател	Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)	Box & Jenkins (Box-Jenkins methodology)	Koenker & Bassett
Тип	Distribution-free prediction interval wrapper	Univariate time-series model	Conditional quantile regression
Основополагащ източник	Angelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Други названия	conformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	conditional quantile regression, regression quantiles, Kantil Regresyon
Свързани	4	5	5
Резюме	Conformal prediction is a distribution-free wrapper that turns any point forecaster — ARIMA, a neural network, or a machine-learning model — into valid prediction intervals using only its residuals. The time-series form was popularised by Xu & Xie (2021) and the modern tutorial treatment by Angelopoulos & Bates (2023).	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.