Conformalized Adaptive Forecasting of Heterogeneous Trajectories

arXiv:2402.09623v1 Announce Type: cross
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 …

abstract applications arxiv behavior cs.lg diverse forecasting motion planning objects paper path planning probability random stat.ml trajectory type uncertainty