Paper: Paper: Han, E., Huang, C. and Wang, K., 2024. Distribution-Free Predictive Inference under Unknown Temporal Drift. arXiv preprint arXiv:2406.06516.

The file ARWQE.py provides Python implementations of the Adaptive Rolling Window Quantile Estimation(ARWQE) method used as a subroutine for predictive inference.

1. Function ARWQE: Adaptive Rolling Window for Quantile Estimation (Algorithm 1 in the paper).

The folders code-synthetic-data, code-real-housing contain all the code for reproducing the experimental results.

@article{HHW24b,
  title={Distribution-Free Predictive Inference under Unknown Temporal Drift}, 
  author={Han, Elise and Huang, Chengpiao and Wang, Kaizheng},
  journal={arXiv preprint arXiv:2406.06516},
  year={2024}
}