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20112026
most citedA review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition

5 citations · 13 across the 22 of their papers we have counts for

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6 papers · 1 filter

stat.ML2026

Set-Preserving Calibration from Conformal P-Values to E-Values

Nabil Alami, Jad Zakharia, Souhaib Ben Taieb

Standard conformal prediction (CP) procedures are typically formulated in terms of p-values, but reliance on p-values alone limits flexibility, for example, when combining dependen…

stat.ML2025

Symmetric Aggregation of Conformity Scores for Efficient Uncertainty Sets

Nabil Alami, Jad Zakharia, Souhaib Ben Taieb

Access to multiple predictive models trained for the same task, whether in regression or classification, is increasingly common in many applications. Aggregating their predictive u…

stat.ML2025

Enforcing Calibration in Multi-Output Probabilistic Regression with Pre-rank Regularization

Naomi Desobry, Elnura Zhalieva, Souhaib Ben Taieb

Probabilistic models must be well calibrated to support reliable decision-making. While calibration in single-output regression is well studied, defining and achieving multivariate…

stat.ML2025

A Unified Comparative Study with Generalized Conformity Scores for Multi-Output Conformal Regression

Victor Dheur, Matteo Fontana, Yorick Estievenart +2

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univar…

stat.ML2025

Rectifying Conformity Scores for Better Conditional Coverage

Vincent Plassier, Alexander Fishkov, Victor Dheur +4

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score…

stat.ML2011★ 5 cited

A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition

Souhaib Ben Taieb, Gianluca Bontempi, Amir Atiya +1

Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but…