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
caretForecast 0.1.1
caretForecast 0.0.3
caretForecast 0.0.2
- Added a
NEWS.md file to track changes to the
package.