This paper applies conformal prediction techniques to the problem of constructing prediction intervals in a multiple functional regression setting. After a short introduction to the Signature expansion and its favorable properties, a method utilizing this feature set is developed with great modeling flexibility. With minimal assumptions, the resulting algorithm produces a closed form solution for a prediction set with guaranteed coverage. The good performance of the proposed method is illustrated using simulations and data examples.

中文翻译：

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多元函数回归的无分布预测区间

本文将保形预测技术应用于在多元函数回归设置中构建预测区间的问题。在简要介绍了签名扩展及其有利属性之后，开发了一种利用此特征集的方法，具有很大的建模灵活性。在最小假设的情况下，生成的算法为具有保证覆盖率的预测集生成封闭形式的解决方案。使用仿真和数据示例说明了所提出方法的良好性能。