Applying Regression Conformal Prediction with Nearest Neighbors to time series data

no code implementations • 25 Oct 2021 • Samya Tajmouati, Bouazza El Wahbi, Mohammed Dakkoun

However, this assumption does not holdfor the time series data because there is a link among past, current, and future observations. Consequently, the challenge of applying conformal predictors to the problem of time seriesdata lies in the fact that observations of a time series are dependent and therefore do notmeet the exchangeability assumption.

Conformal Prediction Prediction Intervals +4