Conformal Prediction for Time Series with Deep Sequence Models

arXiv:2610.02357 · stat.ML, cs.LG · Submitted 2026-10-01 · Read on arXiv

stat.ML, cs.LG

Submitted: 2026-10-01

Updated: 2026-10-01

Code: https://github.com/amazon-science/chronos-forecasting

Terminology

• Conformal Prediction — 1× in this paper · explained in 5 episodes

Sources

• A Survey of Deep Learning and Foundation Models for Time Series Forecasting
• Kernel-based Optimally Weighted Conformal Time-Series Prediction
• Transformer Conformal Prediction for Time Series
• A Multi-Horizon Quantile Recurrent Forecaster
• Probabilistic Time Series Forecasting with Implicit Quantile Networks
• Chronos-2: From Univariate to Universal Forecasting
• Adam: A Method for Stochastic Optimization
• Decoupled Weight Decay Regularization

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