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Konformalno predviđanje za prognoziranje vremenskih nizova×Model ARIMA (Autoregresivni integrirani pokretni prosjek)×Povećanje gradijenta×
PodručjeEkonometrijaEkonometrijaStrojno učenje
ObiteljRegression modelRegression modelMachine learning
Godina nastanka202120152001
TvoracAngelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)Box & Jenkins (Box-Jenkins methodology)Friedman, J. H.
VrstaDistribution-free prediction interval wrapperUnivariate time-series modelEnsemble (sequential boosting of decision trees)
Temeljni izvorAngelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Friedman, J. H. (2001). Greedy Function Approximation: A Gradient Boosting Machine. Annals of Statistics, 29(5), 1189–1232. DOI ↗
Drugi naziviconformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)Box-Jenkins model, ARIMA(p,d,q), ARIMA ModeliGradient Boosting (GBM), GBM, gradient boosted trees, gradient boosting machine
Srodne455
SažetakConformal 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.
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ScholarGateUsporedite metode: Conformal Prediction (Time Series) · ARIMA · Gradient Boosting. Preuzeto 2026-06-19 s https://scholargate.app/hr/compare