• Corpus ID: 251105039

Conformal Prediction Bands for Two-Dimensional Functional Time Series

@inproceedings{Ajroldi2022ConformalPB,
  title={Conformal Prediction Bands for Two-Dimensional Functional Time Series},
  author={Niccolo Ajroldi and Jacopo Diquigiovanni and Matteo Fontana and Simone Vantini},
  year={2022}
}
Conformal Prediction (CP) is a versatile nonparametric framework used to quantify uncertainty in prediction problems. In this work, we provide an extension of such method to the case of time series of functions defined on a bivariate domain, by proposing for the first time a distribution-free technique which can be applied to time-evolving surfaces. In order to obtain meaningful and efficient prediction regions, CP must be coupled with an accurate forecasting algorithm, for this reason, we extend… 
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