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  1. conformalForecast conformalForecast Public

    Methods and tools for multistep-ahead time series conformal prediction.

    R 30 3

  2. cpts cpts Public

    Online conformal inference for multi-step time series forecasting. The conformalForecast R package developed for this work is available at https://github.com/xqnwang/conformalForecast/.

    TeX 8 1

  3. hfs hfs Public

    Optimal forecast reconciliation with time series selection

    TeX 5 1

  4. ensembles-combinations-docs ensembles-combinations-docs Public

    Paper on forecast combinations review

    HTML 3 1

  5. darima darima Public

    Distributed ARIMA Models

    Python 26 24

  6. fuma fuma Public

    Forecast uncertainty based on model averaging

    R 9 10