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cs.LG2026
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…
cs.LG2024
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…