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Time Series Conformal Prediction on METR-LA N=20

2.95Prediction WidthGNF + ACI wrap
2.87963.35483.834.3052Jun 15, 2026

Evaluation results

MethodLinks
GNF + ACI wraprole=filter, mean estimation=native one-step mean, post-processing=ACI wrap2026.062.9590.426.1
GNFrole=filter, mean estimation=native one-step mean2026.063.059123.6
AGACI-GROUPCGIFrole=non-filter, mean estimation=shared GPVAR mean2026.063.339016.5
COPULACPTSrole=non-filter, mean estimation=shared GPVAR mean2026.063.790.77.3
STATIC-CGIFrole=non-filter (reference), mean estimation=shared GPVAR mean2026.063.9990.2—
MULTIDIMSPCIrole=non-filter, mean estimation=shared GPVAR mean2026.064.190.12.8
DIAG-GRUrole=filter, mean estimation=native one-step mean, config=no graph, diag Σt2026.064.7193.218