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
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