Flow-based Conformal Prediction for Multi-dimensional Time Series
arXiv:2502.05709v3 Announce Type: replace-cross Abstract: Time series prediction underpins a broad range of downstream tasks across many scientific domains. Recent advances and increasing adoption of black-box machine learning models for time series prediction highlight the critical need for uncertainty quantification. While conformal prediction has gained attention as a reliable uncertainty quantification method, conformal prediction for time series faces two key challenges: (1) textbf{leveraging correlations in observations and non-conformity scores to overcome the exchangeability assumption}, and (2) textbf{constructing prediction […]