Time series #33
AugustComte
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Time series
#33
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Are you considering support for time-series? As far as I can tell there are no approaches for applying conformal intervals to time series models like MAPIEs EnbPI, but it would be nice to have support in this library (unless I have missed it?).
There are some other nice approaches like this: https://github.com/ZitongYang/bellman-conformal-inference/blob/main/utils/dp.py
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