Conformal prediction bands for two-dimensional functional time series

DOI10.1016/J.CSDA.2023.107821arXiv2207.13656OpenAlexW4384564633MaRDI QIDQ6096674

Simone Vantini, Matteo Fontana, Niccolò Ajroldi, Jacopo Diquigiovanni

Publication date: 15 September 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.13656

zbMATH Keywords

forecastinguncertainty quantificationfunctional time seriesconformal predictionfunctional autoregressive processtwo-dimensional functional data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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