R: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting

# Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting

## Documentation for package ‘conformalForecast’ version 0.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

conformalForecast-package | conformalForecast: Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
accuracy.cpforecast | Accuracy measures for a cross-validation model and a conformal prediction model
accuracy.cvforecast | 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