conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time SeriesForecasting
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>.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | forecast,ggdist,rlang, stats,zoo |
| Suggests: | dplyr,ggplot2,knitr,rmarkdown,testthat (≥ 3.0.0),tibble,tsibble |
| Published: | 2025-10-06 |
| DOI: | 10.32614/CRAN.package.conformalForecast |
| Author: | Xiaoqian Wang [aut, cre, cph], Rob Hyndman [aut] |
| Maintainer: | Xiaoqian Wang <Xiaoqian.Wang at amss.ac.cn> |
| BugReports: | https://github.com/xqnwang/conformalForecast/issues |
| License: | GPL-3 |
| URL: | https://github.com/xqnwang/conformalForecast,https://xqnwang.github.io/conformalForecast/ |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| CRAN checks: | conformalForecast results |
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