Online Conformal Prediction for Non-Exchangeable Panel Data

Excerpt

arXiv:2605.17705v2 Announce Type: replace-cross Abstract: We study online conformal prediction in a partially observed panel: a new cross-section of peer outcomes is observed before each target outcome, target feedback may be intermittent or absent, and neither units nor rounds need be exchangeable. We propose Weighted Temporal Quantile Adjustment (W-TQA), which combines similarity weights learned from unit histories with an adaptive target-specific miscoverage level. We prove that neither targe