Adaptive Conformal Predictions for Time Series

2 code implementations • 15 Feb 2022 • Margaux Zaffran, Aymeric Dieuleveut, Olivier Féron, Yannig Goude, Julie Josse

While recent works tackled this issue, we argue that Adaptive Conformal Inference (ACI, Gibbs and Cand{\`e}s, 2021), developed for distribution-shift time series, is a good procedure for time series with general dependency.

Conformal Prediction Decision Making +2