MultiDimSPCI

KO | EN

gitlite — search

#javascript #python #hacktoberfest #react #llm #go #golang #deep-learning #nodejs #windows #cli #awesome-list #security #openai

(★ 21)

Official implementation of "Conformal prediction for multi-dimensional time series by ellipsoidal sets" (ICML 2024 spotlight)

MultiDimSPCI Latest Version Download

Download Latest Version (.zip)

// repository documentation

Was this content helpful?

★ 0 (0 ratings)

# MultiDimSPCI
Official implementation of [Conformal prediction for multi-dimensional time series by ellipsoidal sets](https://openreview.net/forum?id=uN39Tt9P8b), which is accepted by ICML 2024 (spotlight). [Slide](https://bpb-us-w2.wpmucdn.com/sites.gatech.edu/dist/9/2055/files/2024/07/MultiDimSPCI_slide.pdf) and [Poster](https://bpb-us-w2.wpmucdn.com/sites.gatech.edu/dist/9/2055/files/2024/07/MultiDimSPCI_poster.pdf) are also available.

Please direct implementation inquiries to cxu310@gatech.edu.

## Pre-requisites
```
pip install -r requirements.txt
```

## Usage
This work is built on our previous published work [Sequential Predictive Conformal Inference for Time Series](https://openreview.net/forum?id=jJeY7w8YRz) (ICML 2023).

See [wind_2d.ipynb](https://github.com/hamrel-cxu/MultiDimSPCI/blob/main/wind_2d.ipynb) for a demonstration on 2d wind data.

If you find our work useful, please consider citing it
```
@inproceedings{xuconformal,
  title={Conformal prediction for multi-dimensional time series by ellipsoidal sets},
  author={Xu, Chen and Jiang, Hanyang and Xie, Yao},
  booktitle={Forty-first International Conference on Machine Learning}
}
```

MultiDimSPCI

MultiDimSPCI Latest Version Download

Today's picks

Was this content helpful?

Recent Feedback

MultiDimSPCI

MultiDimSPCI Latest Version Download

Today's picks

Was this content helpful?

Recent Feedback

Download README