conformalForecast-package: conformalForecast: Conformal Prediction Methods for...

In conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting

conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting

Description

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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2410.13115")}.

Author(s)

Maintainer: Xiaoqian Wang [e-mail] (ORCID) [copyright holder]

Authors:

• Rob Hyndman [e-mail] (ORCID)

See Also

Useful links:

• https://github.com/xqnwang/conformalForecast

• https://xqnwang.github.io/conformalForecast/

• Report bugs at https://github.com/xqnwang/conformalForecast/issues

conformalForecast documentation built on Nov. 5, 2025, 6:01 p.m.