A Conformal Approach for Distribution-free Prediction of Functional Data

DOI10.1007/978-3-030-47756-1_12MaRDI QIDQ3300630zbMATH OpenOpenAlexFDO

Authors Matteo Fontana, Simone Vantini, Massimo Tavoni, Alexander Gammerman

Publication date 29 July 2020

Published in Functional and High-Dimensional Statistics and Related Fields (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11311/1140694

zbMATH Keywords

functional dataconformal approachdistribution-free prediction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Functional data analysis (62R10)

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Cites work

• scientific article; zbMATH DE number 1931847 (Why is no real title available?)
• A case study in exploratory functional data analysis: geometrical features of the internal carotid artery
• A conformal prediction approach to explore functional data
• A tutorial on conformal prediction
• Distribution-Free Prediction Sets
• Distribution-free predictive inference for regression
• Functional data analysis.
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Nonparametric functional data analysis. Theory and practice.
• On the Concept of Depth for Functional Data
• Robust forecasting of mortality and fertility rates: a functional data approach
• Simplicial principal component analysis for density functions in Bayes spaces

Cited in

(5)

• A conformal prediction approach to explore functional data
• Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers
• Valid model-free prediction of future insurance claims
• Conformal prediction bands for multivariate functional data
• Conformal prediction bands for two-dimensional functional time series

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Uses Software

• fda (R)

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