Compara mètodes

	Previsió Conformal per a la Predicció de Sèries Temporals	Model d'ARIMA (Autoregressive Integrated Moving Average)	Gradient Boosting	Regressió quantílica
Camp	Econometria	Econometria	Aprenentatge automàtic	Econometria
Família	Regression model	Regression model	Machine learning	Regression model
Any d'origen	2021	2015	2001	1978
Autor original	Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)	Box & Jenkins (Box-Jenkins methodology)	Friedman, J. H.	Koenker & Bassett
Tipus	Distribution-free prediction interval wrapper	Univariate time-series model	Ensemble (sequential boosting of decision trees)	Conditional quantile regression
Font seminal	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	Friedman, J. H. (2001). Greedy Function Approximation: A Gradient Boosting Machine. Annals of Statistics, 29(5), 1189–1232.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Àlies	conformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	Gradient Boosting (GBM), GBM, gradient boosted trees, gradient boosting machine	conditional quantile regression, regression quantiles, Kantil Regresyon
Relacionats	4	5	5	5
Resum	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).	Gradient Boosting is an ensemble learning method, formalised by Jerome H. Friedman in 2001, that combines a sequence of weak learners — typically shallow decision trees — so that each new tree is fitted to minimise the residual errors of the trees before it. It is the core algorithm behind popular implementations such as XGBoost, LightGBM and CatBoost.	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.