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Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shifts

#Dynamic #Regime-Aware #Conformal #Calibration #Reliable

arXiv:2608.17079v1 Announce Type: new Abstract: Conformal prediction provides distribution-free prediction intervals but relies on exchangeability, an assumption often violated in economic forecasting because of covariate shift, concept drift, local heterogeneity and latent regimes. We propose…