Research map / Time series / Causal and generative time series
Adaptive Conformal Predictions for Time Series
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase ACI learning rate gamma from 0 to 0.01 or 0.05 on AR(1) residuals (ablation) | ACI · AR(1) toy example | empirical coverage: 72.6% -> 90% / 92% | Helped |
| Theory: increasing gamma in exchangeable case | ACI · exchangeable scores (Theorem 1) | expected interval length: gamma=0.03 -> +1.59% length; gamma=0.05 -> +3.38% (alpha=0.01, Gaussian) | Hurt |
| Adaptive aggregation of K ACI experts (AgACI) instead of fixed gamma | ACI · Synthetic ARMA(1,1) noise, T1=100 | coverage and efficiency | Helped |
| Naive strategy of picking past-best gamma instead of AgACI (ablation) | ACI gamma selection · Synthetic ARMA(1,1) noise | validity | Hurt |
| Use mean aggregation for EnbPI (EnbPI V2) instead of mixing mean and quantile aggregation | EnbPI · Synthetic ARMA(1,1) noise | coverage | Helped |
| Refit the regression model online (OSSCP) instead of offline SCP | Split conformal prediction · Synthetic AR(1)/ARMA(1,1) noise | coverage/length | Helped |
| Online refit of OSSCP on electricity prices | Split conformal prediction · French electricity spot prices 2019 | median length vs coverage | Helped |
| ACI with gamma 0.01 or 0.05 on day-ahead French electricity prices | ACI · French electricity spot prices 2019 | median length at correct coverage | Helped |
| AgACI aggregation on electricity prices | AgACI · French electricity spot prices 2019 | median length | Mixed |
Closest papers by meaning
- Error-quantified Conformal Inference for Time Series (ICLR 2025 · similarity 0.89)
- Conformal Prediction for Time-series Forecasting with Change Points (NeurIPS 2025 · similarity 0.89)
- Neural Conformal Control for Time Series Forecasting (AAAI 2025 · similarity 0.89)
- Kernel-based Optimally Weighted Conformal Time-Series Prediction (ICLR 2025 · similarity 0.86)
- Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them) (ICML 2024 · similarity 0.86)
- Online Localized Conformal Prediction (NeurIPS 2026 · similarity 0.85)
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