2 papers
cs.LG2026
Simulation-Augmented Multi-Step Split Conformal Prediction for Aggregated Forecasts
Andro Sabashvili
We study uncertainty quantification for aggregated forecasting tasks such as annual totals and year-over-year growth rates. We propose SA-MSCP, a simulation-augmented multi-step sp…
cs.LG2026
Conformal Prediction Algorithms for Time Series Forecasting: Methods and Benchmarking
Andro Sabashvili
Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal pr…