Conformal Multistep-Ahead Multivariate Time-Series Forecasting. - Filip Schlembach; Evgueni N. Smirnov; Irena Koprinska (COPA, 2022)

Testing Marginal and Conditional Coverage in Conformal Prediction for Non-Stationary Time Series via Value-at-Risk Backtesting. - Konrad Retzlaff; Filip Schlembach; Dennis Bams; Philippe Dreesen (COPA, 2025)

Dynamic Conformal Prediction for Multi-Target Regression: Optimising Informational Efficiency under Joint Validity. - Filip Schlembach; Evgueni N. Smirnov; Mark H. M. Winands (COPA, 2025)

Conformal multistep-ahead multivariate time-series forecasting. - Filip Schlembach; Evgueni N. Smirnov; Irena Koprinska; Mark H. M. Winands (Mach. Learn., 2025)