Nothing
xpect: Probabilistic Time Series Forecasting with XGBoost and Conformal Inference
Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Giancarlo Vercellino [aut, cre, cph] |
| Maintainer | Giancarlo Vercellino <giancarlo.vercellino@gmail.com> |
| License | GPL-3 |
| Version | 1.0 |
| URL | https://rpubs.com/giancarlo_vercellino/xpect |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the xpect package in your browser
Any scripts or data that you put into this service are public.
