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Online Conformal Prediction on Variance Changepoint

0.91CoverageACI
0.886080.892290.89850.90471Dec 8, 2025

Evaluation results

MethodLinks
ACIBase Predictor=Prophet2025.120.91—11.06
ACIBase Predictor=AR2025.120.91—10.74
ACIBase Predictor=Theta2025.120.91—10.9
LQTBase Predictor=Prophet2025.120.90612.111.77
decay-OGDBase Predictor=Prophet2025.120.90210.7111.21
decay-OGDBase Predictor=Theta2025.120.90210.7611.12
OGDBase Predictor=Prophet2025.120.90110.5710.65
SF-OGDBase Predictor=Prophet2025.120.914.7514.06
OGDBase Predictor=AR2025.120.910.4310.25
SF-OGDBase Predictor=AR2025.120.914.814.18
OGDBase Predictor=Theta2025.120.910.4410.07
SF-OGDBase Predictor=Theta2025.120.914.4713.82
ECIBase Predictor=Prophet2025.120.89910.6610.39
COPBase Predictor=Prophet2025.120.89910.7810.79
decay-OGDBase Predictor=AR2025.120.89910.4111
ECIBase Predictor=Theta2025.120.89910.610.04
COPBase Predictor=Theta2025.120.89910.6610.1
ECIBase Predictor=AR2025.120.89810.359.75
COPBase Predictor=AR2025.120.89810.379.87
LQTBase Predictor=Theta2025.120.89811.6411.38
PIDBase Predictor=Prophet2025.120.89713.1711.81
PIDBase Predictor=AR2025.120.89713.0711.77
PIDBase Predictor=Theta2025.120.89713.2611.99
LQTBase Predictor=AR2025.120.88710.8410.97