Table 4 Mean coverage rate for nmtCP with different weight functions and CF-RNN measured on the Tétouan City data set (Salam & Hibaoui, 2018). Average taken over 20 trials
From: Conformal multistep-ahead multivariate time-series forecasting
1-\(\alpha\) | Exponential | Soft cutoff | Linear | Constant | CF-RNN |
|---|---|---|---|---|---|
0.10 | 0.800 | 0.792 | 0.769 | 0.700 | 0.717 |
0.20 | 0.822 | 0.813 | 0.791 | 0.726 | 0.739 |
0.30 | 0.841 | 0.833 | 0.815 | 0.754 | 0.764 |
0.40 | 0.861 | 0.853 | 0.837 | 0.783 | 0.790 |
0.50 | 0.881 | 0.873 | 0.860 | 0.815 | 0.818 |
0.60 | 0.900 | 0.894 | 0.880 | 0.844 | 0.846 |
0.70 | 0.923 | 0.916 | 0.901 | 0.872 | 0.872 |
0.80 | 0.950 | 0.940 | 0.922 | 0.901 | 0.900 |
0.90 | 1.000 | 0.969 | 0.948 | 0.934 | 0.934 |
0.95 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |