ConformalNaive

Report the Floor: A Training-Free Conformal Interval Is a Mandatory Baseline for Probabilistic Time-Series Forecasting

arXiv:2606.09473v1 Announce Type: cross Abstract: Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted. We show that the simplest possible conformal interval - a last-value point forecast wrapped in a finite-sample split-conformal residual quantile, with no parameters and no training - is a far stronger baseline than its near-total absence from recent learned-forecasting and conformal-time-series comparisons would suggest....