arXiv (All)
open access
Valid and Efficient Split Conformal Regression for Time Series
We study conformalized quantile regression and conformalized median regression that fit a model on one block of a time series and calibrate the conformal interval on the adjacent block. The existing theory of conformal prediction for time series rests largely on mixing conditions, which are hard to
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Conformal prediction after data-dependent model selection#149175
- Relational and Sequential Conformal Inference for Energy Time Series over Graphs via Foundation Models#324897
- LOCAL RESIDUAL CONFORMAL PREDICTION FOR MULTI-STEP FORECASTING: DEVELOPMENT AND COMPARATIVE EVALUATION#340930
- Overlay\_dx - Automating forecasting evaluation#1050996
- Overlay\_dx - Automating forecasting evaluation#1028711
Record · ID 1118939
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive