Filip Schlembach, Evgueni N. Smirnov, Irena Koprinska. Conformal Multistep-Ahead Multivariate Time-Series Forecasting. In Ulf Johansson, Henrik Boström, Khuong An Nguyen, Zhiyuan Luo 0001, Lars Carlsson, editors, Conformal and Probabilistic Prediction with Applications, 24-26 August 2022, Brighton, UK. Volume 179 of Proceedings of Machine Learning Research, pages 316-318, PMLR, 2022. [doi]
Abstract is missing.