arxivstat.MEcs.AIcs.MSq-fin.STstat.AP2026-07-07
tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal Prediction for Time Series
Finance, sensing, and demand streams violate the exchangeability that IID conformal prediction and the IID bootstrap assume, and existing libraries implement either a general resampling engine or conformal calibration without the other. tsbootstrap provides block, residual, sieve…