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[Submitted on 18 Sep 2026] Title:Conformal Adversarial Generative Ensemble View a PDF of the paper titled Conformal Adversarial Generative Ensemble, by Ahmad Shahi and 4 other authors View PDF HTML (experimental) Abstract:Accurate time series forecasting is critical across various domains, yet traditional ensemble methods often suffer from the disproportionate influence of extreme forecasts. We introduce the Conformal Adversarial Generative Ensemble (CAGE), a novel framework that combines generative modeling, adversarial discrimination, and conformal prediction to enhance forecast reliability and accuracy. CAGE employs multiple generative models to produce initial forecasts, which are then evaluated by a discriminative component using conformal prediction techniques. P-values derived from nonconformity scores help dynamically adjust model weights, minimizing the impact of unreliable forecasts. This approach ensures that only the most credible predictions contribute to the final ensemble output. Our empirical and statistical analyses of time series data from New Zealand's milk collection and the global health data from the public owid-monkeypox dataset show that the CAGE outperforms traditional ensemble methods, especially in handling outliers and noisy data. By incorporating conformal prediction, CAGE delivers accurate and statistically rigorous forecasts, enhancing decision-making. We have demonstrated performance on two different datasets deliberately to showcase that the proposed method offers a versatile solution potentially applicable across finance, weather, and supply chain management. Comments: Published in ICONIP 2024 (Neural Information Processing), LNCS 15287, Springer Nature, 2025 Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI) Cite as: arXiv:2609.38196 [cs.LG] (or arXiv:2609.38196v1 [cs.LG] for this version) https://doi.org/10.48550/arXiv.2609.38196 arXiv-issued DOI via DataCite Journal reference: Neural Information Processing (ICONIP 2024), Lecture Notes in Computer Science (LNCS), vol. 15287, pp. 135-150, Springer, 2025 Related DOI: https://doi.org/10.1007/978-981-96-6579-2_10 DOI(s) linking to related resources Submission history From: Ahmad Shahi [view email] [v1] Fri, 18 Sep 2026 09:19:54 UTC (241 KB) Full-text links: Access Paper: View a PDF of the paper titled Conformal Adversarial Generative Ensemble, by Ahmad Shahi and 4 other authors View PDF HTML (experimental) TeX Source view license Current browse context: cs.LG new | recent | 2026-09 Change to browse by: cs cs.AI References & Citations NASA ADS Google Scholar Semantic Scholar Loading... Data provided by: Bibliographic Tools Bibliographic and Citation Tools Bibliographic Explorer Toggle Bibliographic Explorer (What is the Explorer?) Connected Papers Toggle Connected Papers (What is Connected Papers?) Litmaps Toggle Litmaps (What is Litmaps?) scite.ai Toggle scite Smart Citations (What are Smart Citations?) Code, Data, Media Code, Data and Media Associated with this Article alphaXiv Toggle alphaXiv (What is alphaXiv?) Links to Code Toggle CatalyzeX Code Finder for Papers (What is CatalyzeX?) DagsHub Toggle DagsHub (What is DagsHub?) GotitPub Toggle Gotit.pub (What is GotitPub?) Huggingface Toggle Hugging Face (What is Huggingface?) ScienceCast Toggle ScienceCast (What is ScienceCast?) Demos Demos Replicate Toggle Replicate (What is Replicate?) Spaces Toggle Hugging Face Spaces (What is Spaces?) Spaces Toggle TXYZ.AI (What is TXYZ.AI?) Related Papers Recommenders and Search Tools Link to Influence Flower Influence Flower (What are Influence Flowers?) Core recommender toggle CORE Recommender (What is CORE?) IArxiv recommender toggle IArxiv Recommender (What is IArxiv?) Author Venue Institution Topic About arXivLabs arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs. Which authors of this paper are endorsers? | Disable MathJax (What is MathJax?)