32 citations · 60 across the 17 of their papers we have counts for
4 papers · 1 filter
Flow-based Conformal Prediction for Multi-dimensional Time Series
Junghwan Lee, Chen Xu, Yao Xie
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…
Transformer Conformal Prediction for Time Series
Junghwan Lee, Chen Xu, Yao Xie
We present a conformal prediction method for time series using the Transformer architecture to capture long-memory and long-range dependencies. Specifically, we use the Transformer…
Kernel-based Optimally Weighted Conformal Time-Series Prediction
Jonghyeok Lee, Chen Xu, Yao Xie
In this work, we present a novel conformal prediction method for time-series, which we call Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI). Specifically, K…
Flow-based Distributionally Robust Optimization
Chen Xu, Jonghyeok Lee, Xiuyuan Cheng +1
We present a computationally efficient framework, called , for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty…