arXiv stat.ML
· Papers
Adaptive Multi-Scale Forecasting and Gate-Localized Conformal Prediction for Multivariate Nonstationary Time Series
arXiv:2607.23165v1 Announce Type: new Abstract: We propose ABF-T-GLCP, a model-agnostic framework for forecasting and uncertainty quantification in nonstationary multivariate time series. The central idea is to learn an adaptive predictive state representation for point forecasting and reuse it for conformal calibratio