An online conformal prediction framework for non-exchangeable panel data that forms prediction sets using related units' contemporaneous data with adaptive similarity weights and miscoverage levels to deliver stepwise and long-run coverage guarantees.
Prediction of travel time on urban road links with and without point detectors.Asian Transport Studies, 8:100081, 2022
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Online Conformal Prediction for Non-Exchangeable Panel Data
An online conformal prediction framework for non-exchangeable panel data that forms prediction sets using related units' contemporaneous data with adaptive similarity weights and miscoverage levels to deliver stepwise and long-run coverage guarantees.