# Reliable Prediction Intervals for Local Linear Regression

arXiv: https://arxiv.org/abs/1603.05587 · HTML: https://mlsanity.com/paper/1603.05587/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 17 Mar 2016.

## Built on by (most cited first, 1 of 1)

- [Early Recognition of Parkinson's Disease Through Acoustic Analysis and Machine Learning](https://mlsanity.com/paper/2407.16091/) (2024)

## Abstract (arXiv)

This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval prediction models named Equivalent Gaussian Standard Deviation (EGSD). The experimental results compare BOPI to other methods using coverage probability, Mean Interval Size and the introduced EGSD measure. The results were generally in favor of the BOPI on considered benchmark regression datasets. It also, reports simulation studies validating the BOPI method's reliability.