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conformalForecast  

Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
View on CRAN: Click here


Download and install conformalForecast package within the R console
Install from CRAN:
install.packages("conformalForecast")

Install from Github:
library("remotes")
install_github("cran/conformalForecast")

Install by package version:
library("remotes")
install_version("conformalForecast", "0.1.1")



Attach the package and use:
library("conformalForecast")
Maintained by
Xiaoqian Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-10-06
Latest Update: 2025-10-06
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>.
How to cite:
Xiaoqian Wang (2025). conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting. R package version 0.1.1, https://cran.r-project.org/web/packages/conformalForecast. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-10-15 08:11), 0.1.0 (2025-10-06 10:10), 0.1.1 (2026-01-15 09:10)
Other packages that cited conformalForecast R package
View conformalForecast citation profile
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Complete documentation for conformalForecast
Functions, R codes and Examples using the conformalForecast R package
Full conformalForecast package functions and examples
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