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Paper · 2402.09623 · 2024

Conformalized Adaptive Forecasting of Heterogeneous Trajectories

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 11 functions out of this paper's own repositories and ran 11 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
fionaz3696/cafht canonical 11 of 11
FunctionStatusWhere it lives
astar_path Ran fionaz3696/cafht/media/animation_3d.py
pointer only (licence: NONE) · get_code("4e566ca5f4660bc9")
astar_path Ran fionaz3696/cafht/media/animation_rectangle.py
pointer only (licence: NONE) · get_code("e94816ebb49ad1ec")
evaluation Ran fionaz3696/cafht/ConformalizedTS/evals.py
pointer only (licence: NONE) · get_code("af0a444dd2175e9a")
evaluation_multivariate Ran fionaz3696/cafht/ConformalizedTS/evals.py
pointer only (licence: NONE) · get_code("2b190f09aa1d78b4")
is_free Ran fionaz3696/cafht/media/animations.py
pointer only (licence: NONE) · get_code("c65924c0b2b47b3b")
mean_step_size Ran fionaz3696/cafht/media/animation_rectangle.py
pointer only (licence: NONE) · get_code("1193c8f6bee70a19")
mean_step_size Ran fionaz3696/cafht/media/animations.py
pointer only (licence: NONE) · get_code("3550fbcb31aa3c44")
mytan Ran fionaz3696/cafht/ConformalizedTS/utils.py
pointer only (licence: NONE) · get_code("8acfc57a5054c5ef")
sliding_window_average Ran fionaz3696/cafht/ConformalizedTS/evals.py
pointer only (licence: NONE) · get_code("c544cb70b994a6b2")
split_train_sequence Ran fionaz3696/cafht/ConformalizedTS/utils.py
pointer only (licence: NONE) · get_code("c8703d581d0b2c13")
trimming Ran fionaz3696/cafht/ConformalizedTS/utils.py
pointer only (licence: NONE) · get_code("bd6e27bb496e4955")

Repositories linked to this paper

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Abstract

This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability. Prompted by the need for dependable uncertainty estimates in motion planning applications where the behavior of diverse objects may be more or less unpredictable, we blend different techniques from online conformal prediction of single and multiple time series, as well as ideas for addressing heteroscedasticity in regression. This solution is both principled, providing precise finite-sample guarantees, and effective, often leading to more informative predictions than prior methods.

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