📢 New preprint!

The new paper “ResCP: Residual Conformal Prediction for Time Series Forecasting” by Roberto Neglia and co-authors is out!

We propose ResCP, a novel conformal prediction method for time series forecasting. ResCP leverages the efficiency and representation capabilities of Reservoir Computing to dynamically reweight conformity scores at each time step. This allows us to account for local temporal dynamics when modeling the error distribution without compromising computational scalability. Moreover, we prove that, under reasonable assumptions, ResCP achieves asymptotic conditional coverage.

The preprint is available on Arxiv.