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Konformālā prognozēšana laika sēriju prognozēšanai×PatchTST×
NozareEkonometrijaDziļā mācīšanās
SaimeRegression modelMachine learning
Izcelsmes gads20212023
AutorsAngelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)Nie, Y. et al.
TipsDistribution-free prediction interval wrapperTransformer for time series forecasting
PirmavotsAngelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. DOI ↗Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
Citi nosaukumiconformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)PatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
Saistītās43
KopsavilkumsConformal 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).PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.
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ScholarGateSalīdzināt metodes: Conformal Prediction (Time Series) · PatchTST. Izgūts 2026-06-19 no https://scholargate.app/lv/compare