mlsanityData to 14 Oct 2026

Conformal prediction set for time-series

arXiv 2206.07851 ↗First posted 15 Jun 2022stat.ML cs.LG stat.MEcited by 5

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Abstract (arXiv)

When building either prediction intervals for regression (with real-valued response) or prediction sets for classification (with categorical responses), uncertainty quantification is essential to studying complex machine learning methods. In this paper, we develop Ensemble Regularized Adaptive Prediction Set (ERAPS) to construct prediction sets for time-series (with categorical responses), based on the prior work of [Xu and Xie, 2021]. In particular, we allow unknown dependencies to exist within features and responses that arrive in sequence. Method-wise, ERAPS is a distribution-free and ensemble-based framework that is applicable for arbitrary classifiers. Theoretically, we bound the coverage gap without assuming data exchangeability and show asymptotic set convergence. Empirically, we demonstrate valid marginal and conditional coverage by ERAPS, which also tends to yield smaller prediction sets than competing methods.

Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 14 of its 32 references that are in the map. First posted on arXiv 15 Jun 2022.

Builds on

14 of 32 references.

References · 14

  1. 2016PointNet: Deep Learning on Point Sets for 3D Classification and Segmentationcited by 5,248
  2. 2016Aggregated Residual Transformations for Deep Neural Networkscited by 2,546
  3. 2016V-Net: Fully Convolutional Neural Networks for Volumetric Medical Image Segmentationcited by 2,292
  4. 2019Conformal Prediction Under Covariate Shiftcited by 519
  5. 2020Classification with Valid and Adaptive Coveragecited by 396
  6. 2020Uncertainty Sets for Image Classifiers using Conformal Predictioncited by 366
  7. 2022Conformal prediction beyond exchangeabilitycited by 355
  8. 2016Least Ambiguous Set-Valued Classifiers with Bounded Error Levelscited by 272
  9. 2019Predictive inference with the jackknife+cited by 211
  10. 2020Conformal Prediction: a Unified Review of Theory and New Challengescited by 118
  11. 2021Conformal Prediction using Conditional Histogramscited by 77
  12. 2020Predictive Inference Is Free with the Jackknife+-after-Bootstrapcited by 55
2 more
  1. 2021PAC Prediction Sets Under Covariate Shiftcited by 45
  2. 2021Conformal Anomaly Detection on Spatio-Temporal Observations with Missing Datacited by 12

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Cited by year

Citing papers per year: 2023: 2; 2024: 3.

5 papers.

  1. 2023Conformal Prediction for Time Series with Modern Hopfield Networkscited by 42
  2. 2024Conformal prediction for multi-dimensional time series by ellipsoidal setscited by 37
  3. 2024Conformal Prediction: A Data Perspectivecited by 25
  4. 2024Kernel-based Optimally Weighted Conformal Time-Series Predictioncited by 15
  5. 2023RR-CP: Reliable-Region-Based Conformal Prediction for Trustworthy Medical Image Classificationcited by 2