Finite-Sample Exact Prediction Bands for Functional Data

Simone Vantini, Polytechnic University of Milan

20.11.2023

3:00 pm - 4:30 pm

LMU Munich, Department of Statistics and via zoom

The talk discusses creating prediction bands for new observations in functional data with covariates. Leveraging Conformal Prediction and Functional Data Analysis, the proposed nonparametric method ensures visualization-friendly bands, exact coverage probability for finite samples, and computational efficiency.

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Finite-Sample Exact Prediction Bands for Functional Data

Simone Vantini, Polytechnic University of Milan

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