Table 2.
Median prediction interval width at confidence levels from 10 to 99%
Epsilon | Nonconformity measure | Confidence level | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
10% | 20% | 30% | 40% | 50% | 60% | 70% | 80% | 90% | 95% | 99% | ||
Abs-diff | 0.109 | 0.221 | 0.336 | 0.462 | 0.604 | 0.771 | 0.986 | 1.284 | 1.813 | 2.237 | 3.841 | |
Normalized | 0.122 | 0.243 | 0.362 | 0.478 | 0.595 | 0.718 | 0.854 | 1.027 | 1.319 | 1.649 | 2.892 | |
Log-normalized, | 0.071 | 0.155 | 0.257 | 0.387 | 0.560 | 0.801 | 1.171 | 1.812 | 3.291 | 5.273 | 10.879 | |
Log-normalized, | 0.074 | 0.159 | 0.260 | 0.384 | 0.545 | 0.763 | 1.080 | 1.599 | 2.689 | 4.031 | 7.676 | |
Abs-diff | 0.069 | 0.139 | 0.211 | 0.288 | 0.378 | 0.486 | 0.629 | 0.843 | 1.245 | 1.695 | 3.006 | |
Normalized | 0.079 | 0.157 | 0.233 | 0.311 | 0.395 | 0.491 | 0.610 | 0.789 | 1.200 | 1.918 | 7.194 | |
Log-normalized, | 0.042 | 0.094 | 0.159 | 0.243 | 0.352 | 0.519 | 0.772 | 1.223 | 2.311 | 3.918 | 10.157 | |
Log-normalized, | 0.044 | 0.097 | 0.163 | 0.245 | 0.356 | 0.509 | 0.741 | 1.137 | 2.030 | 3.233 | 7.204 | |
Abs-diff | 0.065 | 0.132 | 0.201 | 0.270 | 0.354 | 0.459 | 0.600 | 0.813 | 1.217 | 1.680 | 3.024 | |
Normalized | 0.075 | 0.148 | 0.220 | 0.293 | 0.376 | 0.474 | 0.605 | 0.824 | 1.445 | 2.664 | 12.199 | |
Log-normalized, | 0.041 | 0.092 | 0.155 | 0.234 | 0.341 | 0.495 | 0.738 | 1.171 | 2.205 | 3.747 | 10.007 | |
Log-normalized, | 0.042 | 0.095 | 0.158 | 0.235 | 0.339 | 0.486 | 0.710 | 1.095 | 1.963 | 3.156 | 7.247 |
Shown are MPI at confidence levels (validity) from 10 to 99%. Note that a smaller median prediction interval indicates higher efficiency of a nonconformity measure. Shown are results for models with and epsilon values , and . Italicized are results for the best model at each epsilon value and confidence level. Marked by bolditalics are results for overall best models at each confidence level