Preprint
Oct 2026
Efficient conformal prediction intervals for time series: Online PID-Expert aggregation
For a given point forecaster, proportional-integral-derivative (PID) calibration configurations can attain similar overall coverage yet produce different interval widths. We introduce PID-Expert, an online aggregation method for improving the efficiency of conformal prediction intervals for time series. PID-Expert comb...
Guo-Dong Liu, Yan-Fei Kang, Ren-Zhe Miao et al.
· 1 citation