Conformal Multistep-Ahead Multivariate Time-Series Forecasting

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]

@inproceedings{SchlembachSK22,
  title = {Conformal Multistep-Ahead Multivariate Time-Series Forecasting},
  author = {Filip Schlembach and Evgueni N. Smirnov and Irena Koprinska},
  year = {2022},
  url = {https://proceedings.mlr.press/v179/schlembach22a.html},
  researchr = {https://researchr.org/publication/SchlembachSK22},
  cites = {0},
  citedby = {0},
  pages = {316-318},
  booktitle = {Conformal and Probabilistic Prediction with Applications, 24-26 August 2022, Brighton, UK},
  editor = {Ulf Johansson and Henrik Boström and Khuong An Nguyen and Zhiyuan Luo 0001 and Lars Carlsson},
  volume = {179},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}