Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting

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Documentation for package ‘conformalForecast’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

conformalForecast-package	conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
accuracy.default	Accuracy measures for a cross-validation model and a conformal prediction model
acmcp	Autocorrelated multistep-ahead conformal prediction method
acp	Adaptive conformal prediction method
conformal	Conformal prediction
conformal.cvforecast	Conformal prediction
conformalForecast	conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
coverage	Calculate interval forecast coverage
cvforecast	Time series cross-validation forecasting
interval_measures	Interval estimate accuracy measures
lagmatrix	Create lags or leads of a matrix
MAE	Point estimate accuracy measures
MAPE	Point estimate accuracy measures
MASE	Point estimate accuracy measures
ME	Point estimate accuracy measures
MPE	Point estimate accuracy measures
MSE	Point estimate accuracy measures
MSIS	Interval estimate accuracy measures
pid	Conformal PID control method
point_measures	Point estimate accuracy measures
print.acmcp	Autocorrelated multistep-ahead conformal prediction method
print.acp	Adaptive conformal prediction method
print.coverage	Calculate interval forecast coverage
print.cvforecast	Time series cross-validation forecasting
print.pid	Conformal PID control method
print.scp	Classical split conformal prediction method
print.summary.acmcp	Autocorrelated multistep-ahead conformal prediction method
print.summary.acp	Adaptive conformal prediction method
print.summary.cvforecast	Time series cross-validation forecasting
print.summary.pid	Conformal PID control method
print.summary.scp	Classical split conformal prediction method
print.width	Calculate interval forecast width
RMSE	Point estimate accuracy measures
RMSSE	Point estimate accuracy measures
scp	Classical split conformal prediction method
summary.acmcp	Autocorrelated multistep-ahead conformal prediction method
summary.acp	Adaptive conformal prediction method
summary.cvforecast	Time series cross-validation forecasting
summary.pid	Conformal PID control method
summary.scp	Classical split conformal prediction method
update.cpforecast	Update and repeform cross-validation forecasting and conformal prediction
width	Calculate interval forecast width
winkler_score	Interval estimate accuracy measures