conformalForecast
Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
v0.1.1
·
Jan 15, 2026
·
GPL-3
Description
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>.
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0.1.1
Mar 9, 2026