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Xiao-Qian Wang

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Preprint Oct 2026

conformalForecast: An R package for sequential conformal prediction in time series

ConformalForecast is introduced, an open-source R package for constructing, updating, and evaluating conformal prediction intervals for multistep time series forecasts and provides a reproducible and extensible framework linking conformal methodology with sequential forecasting practice.

Xiao-Qian Wang, Daniele Girolimetto · 0 citations

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