tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal Prediction for Time Series
tsbootstrap:时间序列的分布无关不确定性量化与保形预测
Finance, sensing, and demand streams violate the exchangeability that IID conformal prediction and the IID bootstrap assume, and existing libraries implement either a general resampling engine or conformal calibration without the other. tsbootstrap provides block, residual, sieve, and wild resampling, classical bootstrap confidence intervals, and adaptive conformal calibrators (EnbPI, ACI, NexCP, AgACI) through a single typed API in which a specification object selects each…