Interval Predictions

Let the outcome space ⚠ $\Omega$ be a linearly ordered space (such as the real line ⚠ $\mathbb{R}$). An interval prediction for an outcome ⚠ $\omega\in\Omega$ is an interval ⚠ ${[a,b]} \subseteq \Omega$, where ⚠ $a,b\in\Omega$. This kind of predictions is studied in conformal prediction and is the subject of competitive on-line interval prediction.

For other kinds of predictions, see game of prediction. In particular, region predictions are more general than interval predictions.