# CONTINA: Confidence Interval for Traffic Demand Prediction with Coverage Guarantee

arXiv: https://arxiv.org/abs/2504.13961 · HTML: https://mlsanity.com/paper/2504.13961/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 40 of its 71 references that are in the map.
- First posted on arXiv 17 Apr 2025.

## Builds on (most cited first, 30 of 40)

- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [What Uncertainties Do We Need in Bayesian Deep Learning for Computer Vision?](https://mlsanity.com/paper/1703.04977/) (2017)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [Introduction to Online Convex Optimization](https://mlsanity.com/paper/1909.05207/) (2019)
- [Distribution-Free Predictive Inference For Regression](https://mlsanity.com/paper/1604.04173/) (2016)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Adaptive Conformal Inference Under Distribution Shift](https://mlsanity.com/paper/2106.00170/) (2021)
- [Deep Evidential Regression](https://mlsanity.com/paper/1910.02600/) (2019)
- [Conformal prediction beyond exchangeability](https://mlsanity.com/paper/2202.13415/) (2022)
- [Adaptive Conformal Predictions for Time Series](https://mlsanity.com/paper/2202.07282/) (2022)
- [Hyperparameter Ensembles for Robustness and Uncertainty Quantification](https://mlsanity.com/paper/2006.13570/) (2020)
- [Conformal Inference for Online Prediction with Arbitrary Distribution Shifts](https://mlsanity.com/paper/2208.08401/) (2022)
- [High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach](https://mlsanity.com/paper/1802.07167/) (2018)
- [Distributional conformal prediction](https://mlsanity.com/paper/1909.07889/) (2019)
- [Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting](https://mlsanity.com/paper/2302.14829/) (2023)
- [DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models](https://mlsanity.com/paper/2301.13629/) (2023)
- [Improved Online Conformal Prediction via Strongly Adaptive Online Learning](https://mlsanity.com/paper/2302.07869/) (2023)
- [Conformal Prediction using Conditional Histograms](https://mlsanity.com/paper/2105.08747/) (2021)
- [Sequential Predictive Conformal Inference for Time Series](https://mlsanity.com/paper/2212.03463/) (2022)
- [Conformal prediction for time series](https://mlsanity.com/paper/2010.09107/) (2020)
- [Quantifying Uncertainty in Deep Spatiotemporal Forecasting](https://mlsanity.com/paper/2105.11982/) (2021)
- [The Unreasonable Effectiveness of Deep Evidential Regression](https://mlsanity.com/paper/2205.10060/) (2022)
- [Conformal prediction for multi-dimensional time series by ellipsoidal sets](https://mlsanity.com/paper/2403.03850/) (2024)
- [Beyond expectation: Deep joint mean and quantile regression for spatio-temporal problems](https://mlsanity.com/paper/1808.08798/) (2018)
- [Quantification of Uncertainty with Adversarial Models](https://mlsanity.com/paper/2307.03217/) (2023)
- [Conformal Prediction with Temporal Quantile Adjustments](https://mlsanity.com/paper/2205.09940/) (2022)
- [Calibration of Time-Series Forecasting: Detecting and Adapting Context-Driven Distribution Shift](https://mlsanity.com/paper/2310.14838/) (2023)

## Abstract (arXiv)

Accurate short-term traffic demand prediction is critical for the operation of traffic systems. Besides point estimation, the confidence interval of the prediction is also of great importance. Many models for traffic operations, such as shared bike rebalancing and taxi dispatching, take into account the uncertainty of future demand and require confidence intervals as the input. However, existing methods for confidence interval modeling rely on strict assumptions, such as unchanging traffic patterns and correct model specifications, to guarantee enough coverage. Therefore, the confidence intervals provided could be invalid, especially in a changing traffic environment. To fill this gap, we propose an efficient method, CONTINA (Conformal Traffic Intervals with Adaptation) to provide interval predictions that can adapt to external changes. By collecting the errors of interval during deployment, the method can adjust the interval in the next step by widening it if the errors are too large or shortening it otherwise. Furthermore, we theoretically prove that the coverage of the confidence intervals provided by our method converges to the target coverage level. Experiments across four real-world datasets and prediction models demonstrate that the proposed method can provide valid confidence intervals with shorter lengths. Our method can help traffic management personnel develop a more reasonable and robust operation plan in practice. And we release the code, model and dataset in href https://github.com/xiannanhuang/CONTINA/ Github.
