Võrdle meetodeid

	Konforme ennustamine aegridade prognoosimiseks	ARIMA (autoregressiivne integreeritud liikuv keskmine) mudel	Gradient Boosting	Tavaline vähimruutude (OLS) regressioon
Valdkond	Ökonomeetria	Ökonomeetria	Masinõpe	Ökonomeetria
Perekond	Regression model	Regression model	Machine learning	Regression model
Tekkeaasta	2021	2015	2001	2019
Looja	Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)	Box & Jenkins (Box-Jenkins methodology)	Friedman, J. H.	Wooldridge (textbook treatment); classical least squares
Tüüp	Distribution-free prediction interval wrapper	Univariate time-series model	Ensemble (sequential boosting of decision trees)	Linear regression
Algallikas	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.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Rööpnimetused	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	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Seotud	4	5	5	5
Kokkuvõte	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).