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Parashikimi Konform për Parashikimin e Serive Kohore×Model ARIMA (Autoregressive Integrated Moving Average)×Regresioni kuantil×
FushaEkonometriEkonometriEkonometri
FamiljaRegression modelRegression modelRegression model
Viti i origjinës202120151978
KrijuesiAngelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)Box & Jenkins (Box-Jenkins methodology)Koenker & Bassett
LlojiDistribution-free prediction interval wrapperUnivariate time-series modelConditional quantile regression
Burimi themeluesAngelopoulos, 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: 978-1118675021Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Emërtime të tjeraconformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeliconditional quantile regression, regression quantiles, Kantil Regresyon
Të lidhura455
PërmbledhjaConformal 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).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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ScholarGateKrahasoni metodat: Conformal Prediction (Time Series) · ARIMA · Quantile Regression. Marrë më 2026-06-19 nga https://scholargate.app/sq/compare