Conformal prediction for #timeseries #forecasting is the hottest π₯π₯π₯π₯ ππππ area of research and applications right now.
The whole story started in summer 2021 when researchers from Georgia Tech published the first ever paper applying conformal prediction to time series.
The whole story started in summer 2021 when researchers from Georgia Tech published the first ever paper applying conformal prediction to time series.
and presenting it at the first event at major conference totally dedicated to conformal prediction (ICML DFUQ 2021 organised by @ml_angelopoulos and @stats_stephen
Roll forward just 1.5 yeast - there are multiple papers published on the subject, several #opensoure libraries like MAPIE implemented the original first ever paper from Georgia Tech (method called EnbPI).
Many well known companies are implementing conformal prediction for time series forecasting to provide significant boost to business value delivered by data science teams
The new paper from the originals in time series forecasting research (Georgia Tech team) was just published.
βSequential Predictive Conformal Inference for Time Seriesβ significantly improves the original model.
#timeseries #conformalprediction #forecasting #research
βSequential Predictive Conformal Inference for Time Seriesβ significantly improves the original model.
#timeseries #conformalprediction #forecasting #research
β’ β’ β’
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