mlsanityData to 7 Oct 2026

Conformal PID Control for Time Series Prediction

arXiv 2307.16895 ↗First posted 31 Jul 2023cs.LG cs.SY eess.SYcited by 85

Not on the map. Why?

Abstract (arXiv)

We study the problem of uncertainty quantification for time series prediction, with the goal of providing easy-to-use algorithms with formal guarantees. The algorithms we present build upon ideas from conformal prediction and control theory, are able to prospectively model conformal scores in an online setting, and adapt to the presence of systematic errors due to seasonality, trends, and general distribution shifts. Our theory both simplifies and strengthens existing analyses in online conformal prediction. Experiments on 4-week-ahead forecasting of statewide COVID-19 death counts in the U.S. show an improvement in coverage over the ensemble forecaster used in official CDC communications. We also run experiments on predicting electricity demand, market returns, and temperature using autoregressive, Theta, Prophet, and Transformer models. We provide an extendable codebase for testing our methods and for the integration of new algorithms, data sets, and forecasting rules.

Key facts. Cited by 85 papers in the map (data through 7 Oct 2026). Builds on 20 of its 46 references that are in the map. First posted on arXiv 31 Jul 2023.

Builds on

20 of 46 references.

References · 20

  1. 2017Attention Is All You Needcited by 59,932
  2. 2019Conformalized Quantile Regressioncited by 620
  3. 2019Conformal Prediction Under Covariate Shiftcited by 511
  4. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
  5. 2022Conformal Risk Controlcited by 290
  6. 2021Distribution-Free, Risk-Controlling Prediction Setscited by 278
  7. 2022Adaptive Conformal Predictions for Time Seriescited by 155
  8. 2020Conformal Inference of Counterfactuals and Individual Treatment Effectscited by 150
  9. 2022Conformal Inference for Online Prediction with Arbitrary Distribution Shiftscited by 123
  10. 2021Distribution-free uncertainty quantification for classification under label shiftcited by 99
  11. 2021Darts: User-Friendly Modern Machine Learning for Time Seriescited by 90
  12. 2023Improved Online Conformal Prediction via Strongly Adaptive Online Learningcited by 76
8 more
  1. 2022Sequential Predictive Conformal Inference for Time Seriescited by 71
  2. 2022Practical Adversarial Multivalid Conformal Predictioncited by 65
  3. 2018Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Datacited by 64
  4. 2021Conformalized Survival Analysiscited by 53
  5. 2022Conformal Prediction Under Feedback Covariate Shift for Biomolecular Designcited by 53
  6. 2023Conformal Prediction for Time Series with Modern Hopfield Networkscited by 40
  7. 2022Achieving Risk Control in Online Learning Settingscited by 38
  8. 2022Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United Statescited by 4

Built on by

Cited by year (2026 to 7 Oct)

Citing papers per year: 2023: 3; 2024: 31; 2025: 29; 2026: 22.

85 papers.

Sort:

By area:

  1. 2024Online conformal prediction with decaying step sizescited by 53
  2. 2024Conformal Prediction for Natural Language Processing: A Surveycited by 52
  3. 2023Conformal Decision Theory: Safe Autonomous Decisions from Imperfect Predictionscited by 46
  4. 2024Conformal prediction for multi-dimensional time series by ellipsoidal setscited by 37
  5. 2023Non-Exchangeable Conformal Risk Controlcited by 29
  6. 2024Conformalized-DeepONet: A Distribution-Free Framework for Uncertainty Quantification in Deep Operator Networkscited by 28
  7. 2024Conformal Validity Guarantees Exist for Any Data Distribution (and How to Find Them)cited by 26
  8. 2024Conformal Prediction: A Data Perspectivecited by 25
  9. 2024Localized Adaptive Risk Controlcited by 16
  10. 2024Automatically Adaptive Conformal Risk Controlcited by 16
  11. 2024Bellman Conformal Inference: Calibrating Prediction Intervals For Time Seriescited by 12
  12. 2024Kernel-based Optimally Weighted Conformal Time-Series Predictioncited by 12
38 more
  1. 2024Conformal online model aggregationcited by 11
  2. 2024Conformalized Interactive Imitation Learning: Handling Expert Shift and Intermittent Feedbackcited by 11
  3. 2025Error-quantified Conformal Inference for Time Seriescited by 11
  4. 2024Conformal Generative Modeling with Improved Sample Efficiency through Sequential Greedy Filteringcited by 10
  5. 2024Distribution-Free Conformal Joint Prediction Regions for Neural Marked Temporal Point Processescited by 7
  6. 2024Stochastic Online Conformal Prediction with Semi-Bandit Feedbackcited by 7
  7. 2024Adapting Prediction Sets to Distribution Shifts Without Labelscited by 6
  8. 2024Spatial Conformal Inference through Localized Quantile Regressioncited by 6
  9. 2025TS-LIF: A Temporal Segment Spiking Neuron Network for Time Series Forecastingcited by 6
  10. 2025Mirror Online Conformal Prediction with Intermittent Feedbackcited by 6
  11. 2025Human-AI Collaborative Uncertainty Quantificationcited by 6
  12. 2023Conformal Policy Learning for Sensorimotor Control Under Distribution Shiftscited by 5
  13. 2024On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity pricescited by 5
  14. 2024CUQDS: Conformal Uncertainty Quantification under Distribution Shift for Trajectory Predictioncited by 5
  15. 2024Conformal Distributed Remote Inference in Sensor Networks Under Reliability and Communication Constraintscited by 5
  16. 2025Online Conformal Prediction with Efficiency Guaranteescited by 5
  17. 2026When to Trust the Cheap Check: Weak and Strong Verification for Reasoningcited by 5
  18. 2024Predictive Inference in Multi-environment Scenarioscited by 4
  19. 2024CHAMP: Conformalized 3D Human Multi-Hypothesis Pose Estimatorscited by 4
  20. 2024Calibrated Probabilistic Forecasts for Arbitrary Sequencescited by 4
  21. 2025Unveiling the Potential of Text in High-Dimensional Time Series Forecastingcited by 4
  22. 2025Dynamic Estimation Loss Control in Variational Quantum Sensing via Online Conformal Inferencecited by 4
  23. 2025Conformal Prediction for Time-series Forecasting with Change Pointscited by 4
  24. 2026Online Conformal Prediction with Adversarial Semi-bandit Feedback via Regret Minimizationcited by 4
  25. 2026Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Seriescited by 4
  26. 2024JANET: Joint Adaptive predictioN-region Estimation for Time-seriescited by 3
  27. 2025Conformal Prediction for Electricity Price Forecasting in the Day-Ahead and Real-Time Balancing Marketcited by 3
  28. 2025Topology-Aware Conformal Prediction for Stream Networkscited by 3
  29. 2025Sparse Identification of Nonlinear Dynamics with Conformal Predictioncited by 3
  30. 2025Conformal Prediction in The Loop: A Feedback-Based Uncertainty Model for Trajectory Optimizationcited by 3
  31. 2024Structured Learning of Compositional Sequential Interventionscited by 2
  32. 2024Beyond Conformal Predictors: Adaptive Conformal Inference with Confidence Predictorscited by 2
  33. 2025CP2: Leveraging Geometry for Conformal Prediction via Canonicalizationcited by 2
  34. 2025A Gentle Introduction to Conformal Time Series Forecastingcited by 2
  35. 2025Distribution-informed Online Conformal Predictioncited by 2
  36. 2025Calibrated Multi-Level Quantile Forecastingcited by 2
  37. 2024Thinking in Groups: Permutation Tests Reveal Near-Out-of-Distributioncited by 1
  38. 2024Adaptive Conformal Inference for Multi-Step Ahead Time-Series Forecasting Onlinecited by 1

50 most cited of 85 All 85 (JSON)