Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inference.
Carlos SebastiánCarlos E. González-GuillénJesús JuanPublished in: CoRR (2024)
Keyphrases
- quantile regression
- prediction intervals
- cross validated
- regression model
- least squares
- confidence level
- travel time
- cross validation
- regression methods
- linear regression model
- prediction error
- response variable
- bayesian inference
- log likelihood
- particle swarm optimization
- probability distribution
- optical flow
- np hard