Conformal Time-series Forecasting

1 code implementation • NeurIPS 2021 • Kamile Stankeviciute, Ahmed M. Alaa, Mihaela van der Schaar

Current approaches for multi-horizon time series forecasting using recurrent neural networks (RNNs) focus on issuing point estimates, which is insufficient for decision-making in critical application domains where an uncertainty estimate is also required.

Conformal Prediction Decision Making +3