Package: conformalForecast 0.2.0

Xiaoqian Wang

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>.

Authors:Xiaoqian Wang [aut, cre, cph], Rob Hyndman [aut], Daniele Girolimetto [aut]

conformalForecast_0.2.0.tar.gz
conformalForecast_0.2.0.zip(r-4.7-any)conformalForecast_0.2.0.zip(r-4.6-any)conformalForecast_0.2.0.zip(r-4.5-any)
conformalForecast_0.2.0.tgz(r-4.6-any)conformalForecast_0.2.0.tgz(r-4.5-any)
conformalForecast_0.2.0.tar.gz(r-4.7-any)conformalForecast_0.2.0.tar.gz(r-4.6-any)
conformalForecast_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
conformalForecast/json (API)

# Install 'conformalForecast' in R:
install.packages('conformalForecast', repos = c('https://robjhyndman.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/xqnwang/conformalforecast/issues

Pkgdown/docs site:https://xqnwang.github.io

On CRAN:

Conda:

8.07 score 43 stars 1 packages 65 scripts 395 downloads 21 exports 39 dependencies

Last updated from:daf6677437. Checks:9 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-develOK204
source / vignettesOK385
linux-releaseOK187
macos-releaseOK140
macos-oldrelOK205
windows-develOK163
windows-releaseOK171
windows-oldrelOK184
wasm-releaseOK113

Exports:acmcpacpconformalcoveragecvforecastinterval_measureslagmatrixMAEMAPEMASEMEMPEMSEMSISpidpoint_measuresRMSERMSSEscpwidthwinkler_score

Dependencies:clicolorspacecpp11distributionalfarverforecastfracdiffgenericsggdistggplot2gluegtableisobandlabelinglatticelifecyclelmtestmagrittrnlmennetnumDerivpillarpkgconfigquadprogR6RColorBrewerRcppRcppArmadillorlangS7scalestibbletimeDateurcautf8vctrsviridisLitewithrzoo

Introduction to conformalForecast
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
Rendered fromconformalForecast.Rmdusingknitr::rmarkdown

Last update: 2026-10-15
Started: 2024-04-02

Updating conformal forecasts with new data
Introduction | A streaming scenario | Updating as new data arrives | The cost of refitting from scratch | What update() expects | Exogenous regressors | The forward forecast | Summary
Rendered fromupdate.Rmdusingknitr::rmarkdown

Last update: 2026-08-08
Started: 2026-08-08