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conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
Methods and tools for performing multistep-ahead time series forecasting using conformal prediction methods including classical conformal prediction, adaptive conformal prediction, conformal PID (Proportional-Integral-Derivative) control, and autocorrelated multistep-ahead conformal prediction. The methods were described by Wang and Hyndman (2024) <doi:10.48550/arXiv.2410.13115>.
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Package details |
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| Author | Xiaoqian Wang [aut, cre, cph] (ORCID: <https://orcid.org/0000-0003-4827-496X>), Rob Hyndman [aut] (ORCID: <https://orcid.org/0000-0002-2140-5352>) |
| Maintainer | Xiaoqian Wang <Xiaoqian.Wang@amss.ac.cn> |
| License | GPL-3 |
| Version | 0.1.0 |
| URL | https://github.com/xqnwang/conformalForecast https://xqnwang.github.io/conformalForecast/ |
| Package repository | View on CRAN |
| Installation |
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