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Hanyang Jiang

3 accepted papers

2024

Conformal prediction for multi-dimensional time series by ellipsoidal sets

ICML 2024spotlight

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building prediction intervals for univariate responses. In this work,…