17 citations · 35 across the 3 of their papers we have counts for
3 papers
stat.ML2022★ 17 cited
A general framework for multi-step ahead adaptive conformal heteroscedastic time series forecasting
Martim Sousa, Ana Maria Tomé, José Moreira
This paper introduces a novel model-agnostic algorithm called adaptive ensemble batch multi-input multi-output conformalized quantile regression (AEnbMIMOCQR} that enables forecast…
stat.ML2022★ 12 cited
Improved conformalized quantile regression
Martim Sousa, Ana Maria Tomé, José Moreira
Conformalized quantile regression is a procedure that inherits the advantages of conformal prediction and quantile regression. That is, we use quantile regression to estimate the t…
stat.ML2022★ 6 cited
Inductive Conformal Prediction: A Straightforward Introduction with Examples in Python
Martim Sousa
Inductive Conformal Prediction (ICP) is a set of distribution-free and model agnostic algorithms devised to predict with a user-defined confidence with coverage guarantee. Instead…