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Conformal Prediction Intervals with Temporal Dependence

This is the code associated with "Conformal Prediction Intervals with Temporal Dependence".

To replicate the (Load) experiments:

  1. Train the base models: python -m utils.main_experiments
  2. run main.ipynb for results

For other datasets, please download the corresponding data and change the __main__ section.

Requirements

numpy, torch, pandas, scipy, matplotlib, and tqdm (jupyter and notebook if you want to use the notebook) env.yml contains the full environment.