Conformal Seasonal Pools is a training-free method that outperforms DeepNPTS on CRPS, quantile loss, and especially 95% coverage (0.89 vs 0.66) across six time-series datasets while being over 500x faster on CPU.
Proceedings of the Seventh Workshop on Conformal and Probabilistic Prediction and Applications , series =
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Training-Free Probabilistic Time-Series Forecasting with Conformal Seasonal Pools
Conformal Seasonal Pools is a training-free method that outperforms DeepNPTS on CRPS, quantile loss, and especially 95% coverage (0.89 vs 0.66) across six time-series datasets while being over 500x faster on CPU.