arXiv Machine Learning August 19, 2026 By Bogdan Oancea

Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shifts

Read the original on arXiv Machine Learning →

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 covariate shift, concept drift, local heterogeneity and latent regimes.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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