Time-series interval forecasting on Amazon Stock
90.3CoverageLQT
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| LQTBase forecasting model=AR, Nominal level alpha=10%2025.12 | 90.3 | 21.61 | 18.92 | |
| ACIBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 90.2 | — | 46.97 | |
| ECIBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 90.1 | 47 | 34.84 | |
| SF-OGDBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 90 | 23.88 | 21.14 | |
| decay-OGDBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 89.9 | 97.22 | 36.2 | |
| OGDBase forecasting model=AR, Nominal level alpha=10%2025.12 | 89.9 | 19.1 | 15 | |
| SF-OGDBase forecasting model=AR, Nominal level alpha=10%2025.12 | 89.9 | 24.44 | 21.05 | |
| LQTBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 89.9 | 27.17 | 15.13 | |
| PIDBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 89.8 | 52.56 | 39.09 | |
| ACIBase forecasting model=AR, Nominal level alpha=10%2025.12 | 89.8 | — | 13.77 | |
| OGDBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 89.8 | 18.07 | 14.5 | |
| decay-OGDBase forecasting model=AR, Nominal level alpha=10%2025.12 | 89.7 | 20.23 | 14.01 | |
| ACIBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 89.7 | — | 12.31 | |
| ECIBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 89.7 | 17.46 | 12.49 | |
| OGDBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 89.6 | 55.15 | 30 | |
| COPBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 89.6 | 39.86 | 27.91 | |
| PIDBase forecasting model=AR, Nominal level alpha=10%2025.12 | 89.6 | 59.22 | 37.93 | |
| COPBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 89.6 | 17.21 | 12.23 | |
| SF-OGDBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 89.5 | 61.47 | 31.75 | |
| ECIBase forecasting model=AR, Nominal level alpha=10%2025.12 | 89.5 | 17.12 | 12.73 | |
| COPBase forecasting model=AR, Nominal level alpha=10%2025.12 | 89.5 | 17.09 | 12.9 | |
| PIDBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 89.5 | 61.19 | 40.2 | |
| LQTBase forecasting model=Prophet, Nominal level alpha=10%2025.12 | 89.3 | 31.42 | 15.26 | |
| decay-OGDBase forecasting model=Theta, Nominal level alpha=10%2025.12 | 89.2 | 17.49 | 13.46 |