Author name: Ruichao Guo, Xingyao Han, Luo Wenshui, Zhe Liu, Chen Gong, Hesheng Wang

arXiv:2605.04957v1 Announce Type: new
Abstract: Point forecasting for graph-structured multivariate time series is a fundamental problem, but rigorous uncertainty quantification for such predictions is still underexplored. Conformal prediction (CP) of…