conformalRegressor

Conformal time series forecasting using the caret infrastructure.
It provides access to state-of-the-art machine learning models for forecasting
applications. The hyperparameter of each model is selected based on time
series cross-validation, and forecasting is done recursively.

Resul Akay

caretForecast

Conformal Time Series Forecasting Using State of Art Machine
Learning Algorithms

conformalRegressor function

<dl><dt>residuals</dt>
<dd>Model residuals.</dd>
<dt>sigmas</dt>
<dd>A vector of difficulty estimates</dd></dl>

Arguments

Author

Fit a conformal regressor. — conformalRegressor

<dl>

<dt>residuals</dt>
<dd>Model residuals.</dd>


<dt>sigmas</dt>
<dd>A vector of difficulty estimates</dd>

</dl>

conformalRegressor: Fit a conformal regressor.

Description

Usage

Value

Arguments

Author

References