Conformalised conditional normalising flows produce adaptive, potentially disjoint joint prediction regions for multi-step time series, with near-nominal coverage in a small empirical study.
Robust uncertainty quantification using conformalised monte carlo prediction, 2024
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Conformalised Conditional Normalising Flows for Joint Prediction Regions in time series
Conformalised conditional normalising flows produce adaptive, potentially disjoint joint prediction regions for multi-step time series, with near-nominal coverage in a small empirical study.