Conformalized Quantile Regression for Time Series Probabilistic Forecasting

Chris Kuo/Dr. Dataman
Dataman in AI
Published in
9 min readApr 12, 2024

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Uncertainty in predictions is important for decision-makers to understand the range of potential outcomes and associated risks. By quantifying uncertainty, an organization can make more informed decisions and allocate resources effectively. On prediction uncertainty, we have learned the Quantile Regression (QR) technique and the Conformal Prediction (CP)…

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Chris Kuo/Dr. Dataman
Dataman in AI

The Dataman articles are my reflections on data science and teaching notes at Columbia University https://sps.columbia.edu/faculty/chris-kuo