references.bib

@article{angelopoulos2024,
  author  = {Angelopoulos, Anastasios N. and Cand{\`e}s, Emmanuel J. and Tibshirani, Ryan J.},
  journal = {Advances in Neural Information Processing Systems},
  pages   = {23047--23074},
  title   = {Conformal PID control for time series prediction},
  volume  = {36},
  year    = {2023}
}

@inproceedings{angelopoulos2024online,
  author       = {Angelopoulos, Anastasios N and Barber, Rina Foygel and Bates, Stephen},
  booktitle    = {Proceedings of the 41st International Conference on Machine Learning},
  organization = {PMLR},
  pages        = {1616--1630},
  title        = {Online conformal prediction with decaying step sizes},
  volume       = 235,
  year         = {2024}
}

@article{barber2021,
  author  = {Barber, Rina Foygel and Cand{\`e}s, Emmanuel J and Ramdas, Aaditya and Tibshirani, Ryan J},
  journal = {The Annals of Statistics},
  number  = {1},
  pages   = {486--507},
  title   = {Predictive inference with the jackknife+},
  volume  = {49},
  year    = {2021}
}

@article{barber2023,
  author  = {Barber, Rina Foygel and Cand{\`e}s, Emmanuel J. and Ramdas, Aaditya and Tibshirani, Ryan J.},
  doi     = {10.1214/23-aos2276},
  journal = {The Annals of Statistics},
  number  = {2},
  pages   = {816-845},
  title   = {Conformal prediction beyond exchangeability},
  volume  = {51},
  year    = {2023}
}

@article{bastani2022,
  author  = {Bastani, Osbert and Gupta, Varun and Jung, Christopher and Noarov, Georgy and Ramalingam, Ramya and Roth, Aaron},
  journal = {Advances in Neural Information Processing Systems},
  pages   = {29362--29373},
  title   = {Practical adversarial multivalid conformal prediction},
  volume  = {35},
  year    = {2022}
}

@inproceedings{bhatnagar2023,
  author       = {Bhatnagar, Aadyot and Wang, Huan and Xiong, Caiming and Bai, Yu},
  booktitle    = {Proceedings of the 40th International Conference on Machine Learning},
  organization = {PMLR},
  pages        = {2337--2363},
  title        = {Improved online conformal prediction via strongly adaptive online learning},
  volume       = 202,
  year         = {2023}
}

@inproceedings{chernozhukov2018,
  author       = {Chernozhukov, Victor and W{\"u}thrich, Kaspar and Yinchu, Zhu},
  booktitle    = {Conference On learning theory},
  organization = {PMLR},
  pages        = {732--749},
  title        = {Exact and robust conformal inference methods for predictive machine learning with dependent data},
  volume       = 75,
  year         = {2018}
}

@incollection{diebold1996,
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  booktitle = {Statistical Methods in Finance},
  doi       = {https://doi.org/10.1016/S0169-7161(96)14010-4},
  issn      = {0169-7161},
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}

@book{diebold2024,
  author    = {Diebold, Francis X},
  note      = {Version Thursday 22nd August 2024},
  publisher = {Department of Economics, University of Pennsylvania},
  title     = {Forecasting: in Economics, Business, Finance and Beyond},
  year      = {2024}
}

@article{gibbs2021,
  author  = {Gibbs, Isaac and Cand{\`e}s, Emmanuel},
  journal = {Advances in Neural Information Processing Systems},
  pages   = {1660--1672},
  title   = {Adaptive conformal inference under distribution shift},
  volume  = {34},
  year    = {2021}
}

@article{gibbs2024,
  author  = {Gibbs, Isaac and Cand{\`e}s, Emmanuel J},
  journal = {Journal of Machine Learning Research},
  number  = {162},
  pages   = {1--36},
  title   = {Conformal inference for online prediction with arbitrary distribution shifts},
  volume  = {25},
  year    = {2024}
}

@article{guan2023,
  author    = {Guan, Leying},
  journal   = {Biometrika},
  number    = {1},
  pages     = {33--50},
  publisher = {Oxford University Press},
  title     = {Localized conformal prediction: A generalized inference framework for conformal prediction},
  volume    = {110},
  year      = {2023}
}

@article{harvey1997,
  author    = {Harvey, David and Leybourne, Stephen and Newbold, Paul},
  journal   = {International Journal of Forecasting},
  number    = {2},
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}

@article{hore2023,
  author  = {Hore, Rohan and Barber, Rina Foygel},
  journal = {arXiv preprint arXiv:2310.07850},
  title   = {Conformal prediction with local weights: randomization enables local guarantees},
  year    = {2023}
}

@book{hyndman2021,
  address   = {Melbourne, Australia},
  author    = {Hyndman, Rob J and Athanasopoulos, George},
  edition   = {3rd edition},
  note      = {\url{https://OTexts.com/fpp3}},
  publisher = {OTexts},
  title     = {Forecasting: principles and practice},
  year      = 2021
}

@manual{hyndman2024,
  author = {Hyndman, Rob J and Athanasopoulos, George and Bergmeir, Christoph
            and Caceres, Gabriel and Chhay, Leanne and O'Hara-Wild, Mitchell
            and Petropoulos, Fotios and Razbash, Slava and Wang, Earo
            and Yasmeen, Farah},
  note   = {R package version 8.23.0. \url{https://pkg.robjhyndman.com/forecast/}},
  title  = {forecast: Forecasting functions for time series and linear models},
  year   = 2024
}

@article{lei2014,
  author    = {Lei, Jing and Wasserman, Larry},
  journal   = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  number    = {1},
  pages     = {71--96},
  publisher = {Oxford University Press},
  title     = {Distribution-free prediction bands for non-parametric regression},
  volume    = {76},
  year      = {2014}
}

@article{lei2018,
  author    = {Lei, Jing and G’Sell, Max and Rinaldo, Alessandro and Tibshirani, Ryan J and Wasserman, Larry},
  journal   = {Journal of the American Statistical Association},
  number    = {523},
  pages     = {1094--1111},
  publisher = {Taylor \& Francis},
  title     = {Distribution-free predictive inference for regression},
  volume    = {113},
  year      = {2018}
}

@article{lei2021,
  author    = {Lei, Lihua and Cand{\`e}s, Emmanuel J},
  journal   = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  number    = {5},
  pages     = {911--938},
  publisher = {Oxford University Press},
  title     = {Conformal inference of counterfactuals and individual treatment effects},
  volume    = {83},
  year      = {2021}
}

@inproceedings{lopes2024,
  author       = {Lopes, Aloysio Galv{\~a}o and Goubault, Eric and Putot, Sylvie and Pautet, Laurent},
  booktitle    = {Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications},
  organization = {PMLR},
  pages        = {345--365},
  title        = {{ConForME: Multi-horizon conditional conformal time series forecasting}},
  volume       = 230,
  year         = {2024}
}

@article{mao2024,
  author    = {Mao, Huiying and Martin, Ryan and Reich, Brian J},
  journal   = {Journal of the American Statistical Association},
  number    = {546},
  pages     = {904--914},
  publisher = {Taylor \& Francis},
  title     = {Valid model-free spatial prediction},
  volume    = {119},
  year      = {2024}
}

@article{oliveira2024,
  author  = {Oliveira, Roberto I and Orenstein, Paulo and Ramos, Thiago and Romano, Joao Vitor},
  journal = {Journal of Machine Learning Research},
  number  = {225},
  pages   = {1--38},
  title   = {Split Conformal Prediction and Non-Exchangeable Data},
  volume  = {25},
  year    = {2024}
}

@inproceedings{papadopoulos2002,
  author       = {Papadopoulos, Harris and Proedrou, Kostas and Vovk, Volodya and Gammerman, Alex},
  booktitle    = {Machine Learning: ECML 2002: 13th European Conference on Machine Learning Helsinki, Finland, August 19--23, 2002 Proceedings 13},
  organization = {Springer},
  pages        = {345--356},
  title        = {Inductive confidence machines for regression},
  year         = {2002}
}

@inproceedings{papadopoulos2007,
  author       = {Papadopoulos, Harris and Vovk, Volodya and Gammerman, Alex},
  booktitle    = {19th IEEE International Conference on Tools with Artificial Intelligence (ICTAI 2007)},
  organization = {IEEE},
  pages        = {388--395},
  title        = {Conformal prediction with neural networks},
  volume       = {2},
  year         = {2007}
}

@incollection{papadopoulos2008,
  author    = {Papadopoulos, Harris},
  booktitle = {Tools in Artificial Intelligence},
  chapter   = 18,
  editor    = {Paula Fritzsche},
  pages     = {315--330},
  publisher = {InTech},
  title     = {Inductive conformal prediction: Theory and application to neural networks},
  year      = {2008}
}

@article{patton2007,
  author    = {Patton, Andrew J and Timmermann, Allan},
  journal   = {Journal of Econometrics},
  number    = {2},
  pages     = {884--918},
  publisher = {Elsevier},
  title     = {Properties of optimal forecasts under asymmetric loss and nonlinearity},
  volume    = {140},
  year      = {2007}
}

@inproceedings{podkopaev2021,
  author       = {Podkopaev, Aleksandr and Ramdas, Aaditya},
  booktitle    = {Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence},
  organization = {PMLR},
  pages        = {844--853},
  title        = {Distribution-free uncertainty quantification for classification under label shift},
  volume       = 161,
  year         = {2021}
}

@inproceedings{schlembach2022,
  author       = {Schlembach, Filip and Smirnov, Evgueni and Koprinska, Irena},
  booktitle    = {Proceedings of the Eleventh Symposium on Conformal and Probabilistic Prediction with Applications},
  organization = {PMLR},
  pages        = {316--318},
  title        = {Conformal multistep-ahead multivariate time-series forecasting},
  volume       = {179},
  year         = {2022}
}

@article{shafer2008,
  author  = {Shafer, Glenn and Vovk, Vladimir},
  journal = {Journal of Machine Learning Research},
  number  = {3},
  title   = {A tutorial on conformal prediction.},
  volume  = {9},
  year    = {2008}
}

@phdthesis{sommer2023,
  author = {Sommer, Benedikt},
  school = {Technical University of Denmark},
  title  = {Forecasting and decision-making for empty container repositioning},
  year   = {2023}
}

@article{stankeviciute2021,
  author  = {Stankeviciute, Kamile and M Alaa, Ahmed and van der Schaar, Mihaela},
  journal = {Advances in Neural Information Processing Systems},
  pages   = {6216--6228},
  title   = {Conformal time-series forecasting},
  volume  = {34},
  year    = {2021}
}

@article{sun2022,
  author  = {Sun, Sophia and Yu, Rose},
  journal = {arXiv preprint arXiv:2212.03281},
  title   = {Copula conformal prediction for multi-step time series forecasting},
  year    = {2022}
}

@article{tibshirani2019,
  author  = {Tibshirani, Ryan J and Foygel Barber, Rina and Candes, Emmanuel and Ramdas, Aaditya},
  journal = {Advances in Neural Information Processing Systems},
  title   = {Conformal prediction under covariate shift},
  volume  = {32},
  year    = {2019}
}

@book{tong1990,
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  title     = {Non-linear time series: a dynamical system approach},
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@book{vovk2005,
  author    = {Vovk, Vladimir and Gammerman, Alexander and Shafer, Glenn},
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  publisher = {Springer-Verlag},
  title     = {Algorithmic Learning in a Random World},
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}

@inproceedings{xu2021,
  author       = {Xu, Chen and Xie, Yao},
  booktitle    = {Proceedings of the 38th International Conference on Machine Learning},
  organization = {PMLR},
  pages        = {11559--11569},
  title        = {Conformal prediction interval for dynamic time-series},
  volume       = 139,
  year         = {2021}
}

@inproceedings{xu2023,
  author       = {Xu, Chen and Xie, Yao},
  booktitle    = {Proceedings of the 40th International Conference on Machine Learning},
  organization = {PMLR},
  pages        = {38707--38727},
  title        = {Sequential predictive conformal inference for time series},
  volume       = 202,
  year         = {2023}
}

@article{yang2024,
  author  = {Yang, Yachong and Kuchibhotla, Arun Kumar and Tchetgen Tchetgen, Eric},
  journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  number  = 4,
  pages   = {943-965},
  title   = {Doubly robust calibration of prediction sets under covariate shift},
  volume  = 86,
  year    = {2024}
}

@article{yang2024ts,
  author  = {Yang, Zitong and Cand{\`e}s, Emmanuel and Lei, Lihua},
  journal = {arXiv preprint arXiv:2402.05203},
  title   = {Bellman Conformal Inference: Calibrating Prediction Intervals For Time Series},
  year    = {2024}
}

@article{yu2022,
  author    = {Yu, Xiufan and Yao, Jiawei and Xue, Lingzhou},
  journal   = {Journal of Business \& Economic Statistics},
  number    = {1},
  pages     = {342--354},
  publisher = {Taylor \& Francis},
  title     = {Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors},
  volume    = {40},
  year      = {2022}
}

@inproceedings{zaffran2022,
  author       = {Zaffran, Margaux and F{\'e}ron, Olivier and Goude, Yannig and Josse, Julie and Dieuleveut, Aymeric},
  booktitle    = {Proceedings of the 39th International Conference on Machine Learning},
  organization = {PMLR},
  pages        = {25834--25866},
  title        = {Adaptive conformal predictions for time series},
  volume       = 162,
  year         = {2022}
}