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Konformalno predviđanje za prognoziranje vremenskih serija×N-HiTS×
OblastEkonometrijaDuboko učenje
PorodicaRegression modelMachine learning
Godina nastanka20212023
TvoracAngelopoulos & Bates (tutorial); Xu & Xie (time-series EnbPI)Challu, C. et al.
TipDistribution-free prediction interval wrapperDeep neural forecasting (hierarchical interpolation)
Temeljni izvorAngelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. DOI ↗Challu, C. et al. (2023). NHITS: Neural Hierarchical Interpolation for Time Series Forecasting. AAAI. DOI ↗
Drugi naziviconformal prediction, distribution-free prediction intervals, EnbPI, Konformal Tahmin (Conformal Prediction — Zaman Serisi)N-HiTS — Hiyerarşik İnterpolasyon Tahmini, NHITS, Neural Hierarchical Interpolation
Srodne43
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).N-HiTS (Neural Hierarchical Interpolation for Time Series Forecasting), introduced by Challu and colleagues in 2023, is a deep neural forecasting architecture that combines the hierarchical forecasts of multiple stacks operating at different sampling rates and merges them through interpolation. It extends N-BEATS to deliver markedly better accuracy on long forecast horizons.
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ScholarGateUporedite metode: Conformal Prediction (Time Series) · N-HiTS. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare