Intervallprediktion

Intervallprediktion, also known as interval prediction in English, is a statistical and machine learning technique used to estimate a range within which a future observation or value is expected to fall, with a specified level of confidence. Unlike point predictions, which provide a single estimated value, intervallprediktion offers an interval that accounts for uncertainty inherent in the prediction process.

This method is particularly valuable when quantifying uncertainty in forecasts, such as in time series analysis, finance, weather forecasting, and engineering. The primary goal is to construct intervals that maintain a predefined coverage probability, meaning that the true value will lie within the interval in a proportion of cases corresponding to the confidence level (e.g., 95%).

Intervallprediktion can be achieved through various approaches. Statistical models like regression analysis generate prediction intervals based on estimated standard errors, assuming certain distributional properties. More modern machine learning techniques utilize methods such as conformal prediction, Bayesian inference, or ensemble methods to produce uncertainty estimates alongside point predictions.

The advantages of intervallprediktion include a clearer representation of prediction uncertainty and improved decision-making capabilities, especially in risk-sensitive contexts. However, challenges involve accurately estimating the width of the prediction intervals and ensuring valid coverage, particularly when the underlying assumptions are violated or when data exhibits complex structures.

Overall, intervallprediktion is a critical concept in predictive modeling, emphasizing not only forecast accuracy but also the reliability and uncertainty associated with predictions.