arXiv Machine Learning By Qipeng Qian, Yuntao Qian

From Recoverability to Functional Use: Certifying Temporal Reports in Time-Series Forecasting

Read the original on arXiv Machine Learning →

arXiv:2608. 10433v2 Announce Type: replace Abstract: Temporal reports are increasingly emitted alongside numerical forecasts and are often interpreted as statements about the computation producing those forecasts.

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arXiv:2608. 10553v1 Announce Type: cross Abstract: Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, where forecast errors are temporally dependent and change across time and operating conditions.

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arXiv:2608. 16098v1 Announce Type: cross Abstract: Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon.

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