Time series

[AugustComte]

Are you considering support for time-series? As far as I can tell there are no approaches for applying conformal intervals to time series models like MAPIEs EnbPI, but it would be nice to have support in this library (unless I have missed it?).

There are some other nice approaches like this: https://github.com/ZitongYang/bellman-conformal-inference/blob/main/utils/dp.py

[henrikbostrom]

Hi,

Sorry for a very late response to your suggestion; this is certainly worth considering and may be included in a future release (there are a few things in the pipeline that will be handled first).

Best regards,
Henrik