Applying Regression Conformal Prediction with Nearest Neighbors to time series data
将最近邻回归共形预测应用于时间序列数据
In this paper, we apply conformal prediction to time series data. Conformal prediction isa method that produces predictive regions given a confidence level. The regions outputs arealways valid under the exchangeability assumption. However, this assumption does not holdfor the time series data because there is a link among past, current, and future observations.Consequently, the challenge of applying conformal predictors to the problem of time seriesdata lies in the fact that…