Graph Time Series Conformal Prediction on PEMS-BAY N=50
0.94Prediction WidthSPCI
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| SPCIAlpha (α)=0.1, Marginal evaluation (marg)=true2026.06 | 0.94 | 0.14 | — | |
| HOPCPTAlpha (α)=0.1, Marginal evaluation (marg)=true2026.06 | 1.73 | 0.32 | — | |
| GNFBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 1.98 | 0.904 | — | |
| GNFAlpha (α)=0.12026.06 | 1.98 | 0.904 | 0.405 | |
| GNF + ACI wrapBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 1.99 | 0.899 | — | |
| GNF + ACI wrapAlpha (α)=0.1, ACI wrap=true2026.06 | 1.99 | 0.899 | 0.402 | |
| ACI-PERGROUP-FACTORCGIFBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 2.3 | 0.899 | — | |
| ACI-PERGROUP-FACTORCGIFAlpha (α)=0.12026.06 | 2.3 | 0.899 | 0.309 | |
| AGACI-GROUPCGIFAlpha (α)=0.12026.06 | 2.35 | 0.9 | 0.294 | |
| ACI-FACTORCGIFAlpha (α)=0.12026.06 | 2.35 | 0.899 | 0.294 | |
| GROUPCGIFAlpha (α)=0.12026.06 | 2.51 | 0.897 | 0.246 | |
| FACTORCGIFAlpha (α)=0.1, Rank (r)=42026.06 | 2.55 | 0.913 | 0.234 | |
| NEURALSSM + ACI wrapAlpha (α)=0.1, ACI wrap=true2026.06 | 2.81 | 0.901 | 0.156 | |
| NEURALSSMAlpha (α)=0.1, Backbone=GRU, Sigma=diag Σt2026.06 | 2.88 | 0.921 | 0.135 | |
| Local ellipsoidAlpha (α)=0.1, k-neighbors (k)=502026.06 | 3.28 | 0.826 | 0.015 | |
| STATIC-CGIFBackbone=GPVAR (graph-aware), Alpha (α)=0.1, variant=static Σˆ2026.06 | 3.33 | 0.907 | — | |
| CGIF-jointAlpha (α)=0.1, Reference=static Σˆ2026.06 | 3.33 | 0.907 | — | |
| MULTIDIMSPCIBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 3.4 | 0.908 | — | |
| MULTIDIMSPCIAlpha (α)=0.12026.06 | 3.4 | 0.908 | 0.021 | |
| EWMA ΣtAlpha (α)=0.1, Half-life=2882026.06 | 3.43 | 0.898 | 0.03 | |
| Rolling ΣtAlpha (α)=0.1, Window size=2882026.06 | 3.51 | 0.906 | 0.054 | |
| SPECTRALCGIFAlpha (α)=0.12026.06 | 3.64 | 0.9 | 0.093 | |
| Time-of-day ΣtAlpha (α)=0.12026.06 | 4.53 | 0.908 | 0.36 | |
| COPULACPTSBackbone=GPVAR (graph-aware), Alpha (α)=0.12026.06 | 5.69 | 0.908 | — | |
| COPULACPTSAlpha (α)=0.12026.06 | 5.69 | 0.908 | 0.709 | |
| KALMAN-FCPBackbone=GPVAR (graph-aware), Alpha (α)=0.1, variant=tuned Kalman2026.06 | 11.2 | 0.897 | — | |
| KALMAN-FCPAlpha (α)=0.1, Mode=tuned Kalman2026.06 | 11.2 | 0.897 | 2.37 |