Dynamic regime-aware conformal calibration for reliable economic forecast intervals under multiple distribution shifts
Read the original at arxiv.org→arXiv:2608.17079v1 Announce Type: new Abstract: Conformal prediction provides distribution-free prediction intervals but relies on exchangeability, an assumption often violated in economic forecasting because of...
Original headline: "Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shifts"
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- Aug 19, 04:00 UTC arXiv cs.LG lead source Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shifts