Time Series Conformal Prediction on PEMS-BAY N=50
1.98Prediction WidthGNF
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| GNFrole=filter, mean estimation=native one-step mean2026.06 | 1.98 | 90.4 | 40.5 | |
| GNF + ACI wraprole=filter, mean estimation=native one-step mean, post-processing=ACI wrap2026.06 | 1.99 | 89.9 | 40.2 | |
| ACI-PERGROUP-FACTORCGIFrole=non-filter, mean estimation=shared GPVAR mean2026.06 | 2.3 | 89.9 | 30.9 | |
| DIAG-GRUrole=filter, mean estimation=native one-step mean, config=no graph, diag Σt2026.06 | 2.88 | 92.1 | 13.5 | |
| STATIC-CGIFrole=non-filter (reference), mean estimation=shared GPVAR mean2026.06 | 3.33 | 90.7 | — | |
| MULTIDIMSPCIrole=non-filter, mean estimation=shared GPVAR mean2026.06 | 3.4 | 90.8 | 2.1 | |
| COPULACPTSrole=non-filter, mean estimation=shared GPVAR mean2026.06 | 5.69 | 90.8 | 70.9 |