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Conformal Prediction (Time Series)/Evidence
Method evidence record

Conformal Prediction (Time Series)

Conformal prediction is a distribution-free wrapper that turns any point forecaster — ARIMA, a neural network, or a machine-learning model — into valid prediction intervals using only its residuals. The time-series form was popularised by Xu & Xie (2021) and the modern tutorial treatment by Angelopoulos & Bates (2023).

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Conformal Prediction for Time-Series Forecasting
Taxonomic method record · regression-model / econometrics
  • Angelopoulos, A. N. & Bates, S. (2023). Conformal Prediction: A Gentle Introduction. Foundations and Trends in Machine Learning, 16(4), 494-591. · DOI 10.1561/2200000101
  • Xu, C. & Xie, Y. (2021). Conformal Prediction Interval for Dynamic Time-Series. International Conference on Machine Learning (ICML). · URL
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Related methods

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Same method familyARIMAmachine-suggested · Relational suggestion, not evidence.See alsoGradient Boostingmachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyQuantile Regressionmachine-suggested · Relational suggestion, not evidence.

Evidence status

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Sources

2 recorded citations, copied from the method source record.

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