Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms

Jackknife(+) Predictive Intervals for Bayesian Models

Machine Learning with uncertainty quantification and interpretability

Conformal Prediction in Multi-User Settings

Conformal prediction R functions

This is a small demo of Conformal Prediction given to Prof. Glenn Shafer's class in Feb-2018. Compares Conformal Prediction to plain Linear Regression using the Boston dataset from R

Shiny App implementation. Forecasting Black Sea anomalies + Conformal Prediction bands.

Conformal Off-policy Prediction