ResCP: Reservoir Conformal Prediction for Time Series Forecasting
ResCP:用于时间序列预测的储备池共形预测
Conformal prediction offers a powerful framework for building distribution-free prediction intervals for exchangeable data. Existing methods that extend conformal prediction to sequential data rely on fitting a relatively complex model to capture temporal dependencies. However, these methods can fail if the sample size is small and often require expensive retraining when the underlying data distribution changes. To overcome these limitations, we propose Reservoir Conformal…