Releases: taf-society/caretForecast
Releases · taf-society/caretForecast
caretForecast 0.1.2
caretForecast 0.1.2
- Implemented horizon-specific conformal prediction intervals with proper out-of-sample calibration
- Added new parameters to ARml(): calibrate, calibration_horizon, n_cal_windows
- New functions: conformalRegressorByHorizon(), calibrate_horizon_scores()
- Prediction intervals now properly widen with forecast horizon (trumpet shape)
- Added comprehensive test suite for short time series handling