Awesome
MultiDimSPCI
Official implementation of Conformal prediction for multi-dimensional time series by ellipsoidal sets, which is accepted by ICML 2024 (spotlight). Slide and Poster are also available.
Please direct implementation inquiries to cxu310@gatech.edu.
Pre-requisites
pip install -r requirements.txt
Usage
This work is built on our previous published work Sequential Predictive Conformal Inference for Time Series (ICML 2023).
See wind_2d.ipynb for a demonstration on 2d wind data.
If you find our work useful, please consider citing it
@inproceedings{xuconformal,
title={Conformal prediction for multi-dimensional time series by ellipsoidal sets},
author={Xu, Chen and Jiang, Hanyang and Xie, Yao},
booktitle={Forty-first International Conference on Machine Learning}
}