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>.
Downloads
CRAN
703
Last 30 days
4486th
4.3K
Last 90 days
6.5K
Last year
Trend: -75.9% (30d vs prior 30d)
r2u
CRAN
10
Last 30 days
26
Last 90 days
77
Last year
Trend: -28.6% (30d vs prior 30d)
autoCRAN
2
Last 7 days
18
Last 30 days
1
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
13
OK
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |