This paper introduces conformal inference, a powerful and flexible framework for constructing prediction intervals with … guaranteed coverage in finite samples. Unlike conventional methods, conformal inference makes no assumptions about the underlying …

This paper introduces conformal inference, a powerful and flexible framework for constructing prediction intervals with … guaranteed coverage in finite samples. Unlike conventional methods, conformal inference makes no assumptions about the underlying …

We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a …, similar to usual conformal inference methods. When exchangeability fails, as is the case for common time series data, the …