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>.
| 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 (may not be active yet) |
| 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 |
Documentation:
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