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 |
| 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:
| Reference manual: | conformalForecast.html , conformalForecast.pdf |
| Vignettes: |
Introduction to conformalForecast (source, R code) |
Downloads:
| Package source: | conformalForecast_0.1.0.tar.gz |
| Windows binaries: | r-devel: conformalForecast_0.1.0.zip, r-release: not available, r-oldrel: conformalForecast_0.1.0.zip |
| macOS binaries: | r-release (arm64): conformalForecast_0.1.0.tgz, r-oldrel (arm64): conformalForecast_0.1.0.tgz, r-release (x86_64): conformalForecast_0.1.0.tgz, r-oldrel (x86_64): conformalForecast_0.1.0.tgz |
Linking:
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