Graph Time Series Conformal Prediction on METR-LA N=20
1.21Prediction WidthSPCI
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| SPCIAlpha (α)=0.1, Marginal evaluation (marg)=true2026.06 | 1.21 | 21 | — | |
| HOPCPTAlpha (α)=0.1, Marginal evaluation (marg)=true2026.06 | 1.98 | 41 | — | |
| GNF + ACI wrapBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 2.95 | 90.4 | — | |
| GNF + ACI wrapAlpha (α)=0.1, ACI wrap=true2026.06 | 2.95 | 90.4 | 26.1 | |
| GNFBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 3.05 | 91 | — | |
| GNFAlpha (α)=0.12026.06 | 3.05 | 91 | 23.6 | |
| AGACI-GROUPCGIFAlpha (α)=0.12026.06 | 3.33 | 90 | 16.5 | |
| GROUPCGIFAlpha (α)=0.12026.06 | 3.58 | 90 | 10.3 | |
| ACI-PERGROUP-FACTORCGIFBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 3.6 | 90.2 | — | |
| ACI-PERGROUP-FACTORCGIFAlpha (α)=0.12026.06 | 3.6 | 90.2 | 9.8 | |
| COPULACPTSBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 3.7 | 90.7 | — | |
| COPULACPTSAlpha (α)=0.12026.06 | 3.7 | 90.7 | -7.3 | |
| ACI-FACTORCGIFAlpha (α)=0.12026.06 | 3.86 | 90.2 | 3.3 | |
| STATIC-CGIFBackbone=GPVAR (graph-aware), Alpha (α)=0.1, variant=static Σˆ2026.06 | 3.99 | 90.2 | — | |
| CGIF-jointAlpha (α)=0.1, Reference=static Σˆ2026.06 | 3.99 | 90.2 | — | |
| MULTIDIMSPCIBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 4.1 | 90.1 | — | |
| MULTIDIMSPCIAlpha (α)=0.12026.06 | 4.1 | 90.1 | 2.8 | |
| FACTORCGIFAlpha (α)=0.1, Rank (r)=42026.06 | 4.22 | 91.7 | 5.8 | |
| EWMA ΣtAlpha (α)=0.1, Half-life=2882026.06 | 4.31 | 90 | 8 | |
| SPECTRALCGIFAlpha (α)=0.12026.06 | 4.32 | 90 | 8.3 | |
| Local ellipsoidAlpha (α)=0.1, k-neighbors (k)=502026.06 | 4.32 | 89.2 | 8.3 | |
| Rolling ΣtAlpha (α)=0.1, Window size=2882026.06 | 4.38 | 90.8 | 9.8 | |
| NEURALSSM + ACI wrapAlpha (α)=0.1, ACI wrap=true2026.06 | 4.44 | 90.5 | 11.3 | |
| KALMAN-FCPBackbone=GPVAR (graph-aware), Alpha (α)=0.1, variant=tuned Kalman2026.06 | 4.69 | 90.6 | — | |
| KALMAN-FCPAlpha (α)=0.1, Mode=tuned Kalman2026.06 | 4.69 | 90.6 | 17.5 | |
| NEURALSSMAlpha (α)=0.1, Backbone=GRU, Sigma=diag Σt2026.06 | 4.71 | 93.2 | 18 | |
| Time-of-day ΣtAlpha (α)=0.12026.06 | 5.11 | 91.2 | 28.1 |