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Releases: taf-society/caretForecast

caretForecast 0.1.2

30 Jan 07:23

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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

v0.1.1

27 Jan 09:26

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cran release V0.1.1