Drift-Aware Spectral Conformal Prediction for Non-Exchangeable Streaming Data
面向非可交换流数据的漂移感知谱共形预测
Conformal prediction provides distribution-free prediction intervals under exchangeability, but many modern data streams are neither independent nor stable. They exhibit recurring regimes, changing seasonal frequencies, abrupt shifts, and gradual drift. We propose drift-aware spectral conformal prediction (DASC), a streaming uncertainty quantification framework for structured non-exchangeable data subject to distributional drift. DASC forms conformal prediction intervals…