Concept guide
Calibration
Also used: interval calibration · prediction calibration
For prediction intervals here, using held-out observed errors to adjust a band toward a stated coverage target.
An example from the writing
The solar experiment holds the underlying forecaster fixed and uses calibration scores to adjust how much its intervals expand.
A common misconception
A nominal 90% interval guarantees 90% coverage in every event group or future setting.
That inference does not follow. Read the result together with its scope below.
Scope and limits
The original CQR result assumes exchangeability and gives marginal coverage. Its guarantee is not automatically inherited by this time-series pipeline; the evaluated deployable candidates all still fail the article’s absolute reliability check. Metrological calibration has a different formal meaning and is not the same as adjusting an instrument.
Reference sources
The explanations are editorial paraphrases of the sources below. Read domain-specific terminology together with the conditions in its original source.
- Conformalized Quantile RegressionRomano, Patterson and Candès, NeurIPS (2019)
- VIM 2.39 — calibrationJCGM/BIPM