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>.

Version:	0.1.0
Depends:	R (≥ 4.1.0)
Imports:	forecast, ggdist, rlang, stats, zoo
Suggests:	dplyr, ggplot2, knitr, rmarkdown, testthat (≥ 3.0.0), tibble, tsibble
Published:	2025-10-06
DOI:	10.32614/CRAN.package.conformalForecast
Author:	Xiaoqian Wang [aut, cre, cph], Rob Hyndman [aut]
Maintainer:	Xiaoqian Wang <Xiaoqian.Wang at amss.ac.cn>
BugReports:	https://github.com/xqnwang/conformalForecast/issues
License:	GPL-3
URL:	https://github.com/xqnwang/conformalForecast, https://xqnwang.github.io/conformalForecast/
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	conformalForecast results

Documentation:

Reference manual:	conformalForecast.html , conformalForecast.pdf
Vignettes:	Introduction to conformalForecast (source, R code)

Downloads:

Package source:	conformalForecast_0.1.0.tar.gz
Windows binaries:	r-devel: conformalForecast_0.1.0.zip, r-release: not available, r-oldrel: conformalForecast_0.1.0.zip
macOS binaries:	r-release (arm64): conformalForecast_0.1.0.tgz, r-oldrel (arm64): conformalForecast_0.1.0.tgz, r-release (x86_64): conformalForecast_0.1.0.tgz, r-oldrel (x86_64): conformalForecast_0.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=conformalForecast to link to this page.