Conformal prediction for multi-dimensional time series by ellipsoidal sets

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Single Trajectory Conformal Prediction

B Lee, N Matni - arXiv preprint arXiv:2406.01570, 2024 - arxiv.org
We study the performance of risk-controlling prediction sets (RCPS), an empirical risk
minimization-based formulation of conformal prediction, with a single trajectory of temporally …
被引用次数：1 相关文章 所有 2 个版本
[PDF] arxiv.org

Kernel-based optimally weighted conformal prediction intervals

J Lee, C Xu, Y Xie - arXiv preprint arXiv:2405.16828, 2024 - arxiv.org
Conformal prediction has been a popular distribution-free framework for uncertainty
quantification. In this paper, we present a novel conformal prediction method for time-series …
相关文章 所有 2 个版本
[PDF] arxiv.org

Conformal time series decomposition with component-wise exchangeability

DWE Prinzhorn, T Nijdam, PA van der Linden… - arXiv preprint arXiv …, 2024 - arxiv.org
Conformal prediction offers a practical framework for distribution-free uncertainty
quantification, providing finite-sample coverage guarantees under relatively mild …
相关文章 所有 2 个版本