r-conformalforecast 0.1.1
Channel: guix-cran
Home page: https://github.com/xqnwang/conformalForecast
Licenses: GPL 3
Build system: r
Synopsis: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
Description:
This package provides 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>.
Total packages: 1