JANET: Joint Adaptive predictioN-region Estimation for Time-series
JANET:时间序列联合自适应预测区域估计
Conformal prediction provides machine learning models with prediction sets that offer theoretical guarantees, but the underlying assumption of exchangeability limits its applicability to time series data. Furthermore, existing approaches struggle to handle multi-step ahead prediction tasks, where uncertainty estimates across multiple future time points are crucial. We propose JANET (Joint Adaptive predictioN-region Estimation for Time-series), a novel framework for…