Confronta i metodi

	Predizione conforme per previsioni di serie temporali	Modello ARIMA (Autoregressive Integrated Moving Average)	Regression with Ordinary Least Squares (OLS)	Regressione quantilica
Campo	Econometria	Econometria	Econometria	Econometria
Famiglia	Regression model	Regression model	Regression model	Regression model
Anno di origine	2021	2015	2019	1978
Ideatore	Angelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)	Box & Jenkins (Box-Jenkins methodology)	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Tipo	Distribution-free prediction interval wrapper	Univariate time-series model	Linear regression	Conditional quantile regression
Fonte seminale	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	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Alias	conformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Correlati	4	5	5	5
Sintesi	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).	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).	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.