32 citations · 60 across the 17 of their papers we have counts for
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cs.LG2024★ 1 cited
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…
cs.LG2024★ 1 cited
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…