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Ramalan Konformal untuk Peramalan Deret Waktu×Regresi Kuantil×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal20211978
PengasasAngelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)Koenker & Bassett
JenisDistribution-free prediction interval wrapperConditional quantile regression
Sumber perintisAngelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Aliasconformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)conditional quantile regression, regression quantiles, Kantil Regresyon
Berkaitan45
RingkasanConformal 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).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.
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ScholarGateBandingkan kaedah: Conformal Prediction (Time Series) · Quantile Regression. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare