“…However, real-world datasets often deviate from this assumption, particularly in scenarios involving temporal dependence, such as time series data, see [Gibbs and Candes, 2021], [Zaffran et al, 2022], [Gibbs and Candès, 2022], and [Bhatnagar et al, 2023]. In this regard, several extensions of conformal prediction techniques have addressed challenges related to distribution shift, employing methods such as reweighting and distributionally robust optimization to maintain approximately valid coverage, see [Tibshirani et al, 2019], [Podkopaev and Ramdas, 2021], [Yang et al, 2022], and [Barber et al, 2023].…”