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.
The m5 competition: Background, organization, and implementation.International Journal of Forecasting, 38(4): 1325–1336, 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.