BC-ACI augments ACI with EWM bias correction and adaptive dead-zone to tighten prediction intervals under distribution shifts while preserving coverage and performance on stationary series.
A stochastic approximation method.Annals of Mathe- matical Statistics, 22(3):400–407
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Bias-Corrected Adaptive Conformal Inference for Multi-Horizon Time Series Forecasting
BC-ACI augments ACI with EWM bias correction and adaptive dead-zone to tighten prediction intervals under distribution shifts while preserving coverage and performance on stationary series.