In this paper we explore the concept of sequential inductive prediction intervals using theory from sequential testing. We furthermore introduce a 3-parameter PAC definition of prediction intervals that allows us via simulation to achieve almost sharp bounds with high probability.
翻译:本文利用序贯检验理论探讨了顺序归纳预测区间的概念。我们进一步提出了一种包含三个参数的PAC预测区间定义,通过仿真能够在高概率下实现接近精确的边界。