Multivariate Conformal Prediction on Traffic dy=8 (test)
100CoverageCopulaCPTS
Evaluation results
| Method | Links | ||
|---|---|---|---|
| CopulaCPTSBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 100 | 3.18 | |
| CopulaCPTSBase Predictor=LSTM, Target confidence level=0.952025.02 | 99.2 | 4.47 | |
| Local EllipsoidBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 98 | 3.82 | |
| MultiDimSPCIBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 97.1 | 10.7 | |
| Empirical CopulaBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 97 | 40.4 | |
| Gaussian CopulaBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 97 | 40.4 | |
| FCPBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 96.5 | 1.53 | |
| OT-CPBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 95.4 | 3.9 | |
| MultiDimSPCIBase Predictor=LSTM, Target confidence level=0.952025.02 | 95.2 | 14.2 | |
| FCPBase Predictor=LSTM, Target confidence level=0.952025.02 | 95 | 1.82 | |
| CONTRABase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 93.1 | 6.21 | |
| Local EllipsoidBase Predictor=LSTM, Target confidence level=0.952025.02 | 92.8 | 3.37 | |
| OT-CPBase Predictor=LSTM, Target confidence level=0.952025.02 | 92.1 | 730.2 | |
| Empirical CopulaBase Predictor=LSTM, Target confidence level=0.952025.02 | 92 | 1.22 | |
| Gaussian CopulaBase Predictor=LSTM, Target confidence level=0.952025.02 | 92 | 1.22 | |
| CONTRABase Predictor=LSTM, Target confidence level=0.952025.02 | 91 | 0.05 | |
| TFTBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 9 | 0.009 | |
| DeepARBase Predictor=LOO Bootstrap, Target confidence level=0.952025.02 | 9 | 0.004 | |
| DeepARBase Predictor=LSTM, Target confidence level=0.952025.02 | 9 | 0.003 | |
| TFTBase Predictor=LSTM, Target confidence level=0.952025.02 | 6.2 | 0.003 |