conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
Xiaoqian Wang, Rob J. Hyndman · 2025
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) .