Introduction to conformalForecast3 days ago
Data simulation | Time series cross-validation | Conformal prediction | The conformal() function | Classical split conformal prediction (SCP) | Adaptive conformal prediction (ACP) | Conformal PID control (PID) | Autocorrelated multistep-ahead conformal prediction (AcMCP) | Updating with new observations | Forecasting with external regressors | Coverage and width of prediction intervals | References