Package: conformalForecast 0.0.0.9000

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 control, and Multistep-ahead conformal prediction.

Authors:Xiaoqian Wang [aut, cre], Rob Hyndman [aut]

conformalForecast_0.0.0.9000.tar.gz
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conformalForecast.pdf |conformalForecast.html✨
conformalForecast/json (API)
NEWS

# 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 site:https://xqnwang.github.io

On CRAN:

Conda:

5.06 score 33 stars 21 exports 48 dependencies

Last updated 13 days agofrom:a7d78e259b. Checks:1 OK, 8 NOTE. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 24 2025
R-4.5-winNOTEMar 24 2025
R-4.5-macNOTEMar 24 2025
R-4.5-linuxNOTEMar 24 2025
R-4.4-winNOTEMar 24 2025
R-4.4-macNOTEMar 24 2025
R-4.4-linuxNOTEMar 24 2025
R-4.3-winNOTEMar 24 2025
R-4.3-macNOTEMar 24 2025

Exports:acpconformalcoveragecvforecastinterval_measureslagmatrixMAEMAPEMASEmcpMEMPEMSEMSISpidpoint_measuresRMSERMSSEscpwidthwinkler_score

Dependencies:clicolorspacecurldistributionalfansifarverforecastfracdiffgenericsggdistggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetnumDerivpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo

Introduction to conformalForecast

Rendered fromconformalForecast.Rmdusingknitr::rmarkdownon Mar 24 2025.

Last update: 2024-04-03
Started: 2024-04-02

Readme and manuals

Help Manual

Help pageTopics
conformalForecast: Conformal prediction methods for multistep-ahead time series forecastingconformalForecast-package conformalForecast
Accuracy measures for a cross-validation model and a conformal prediction modelaccuracy.default
Adaptive conformal prediction methodacp print.acp print.summary.acp summary.acp
Conformal predictionconformal conformal.cvforecast
Calculate interval forecast coveragecoverage print.coverage
Time series cross-validation forecastingcvforecast print.cvforecast print.summary.cvforecast summary.cvforecast
Create lags or leads of a matrixlagmatrix
Multistep-ahead conformal prediction methodmcp print.mcp print.summary.mcp summary.mcp
Point estimate accuracy measuresMAE MAPE MASE ME MPE MSE point_measures RMSE RMSSE
Conformal PID control methodpid print.pid print.summary.pid summary.pid
Classical split conformal prediction methodprint.scp print.summary.scp scp summary.scp
Update and repeform cross-validation forecasting and conformal predictionupdate.cpforecast
Calculate interval forecast widthprint.width width
Interval estimate accuracy measuresinterval_measures MSIS winkler_score