37 citations · 78 across the 16 of their papers we have counts for
Showing stat.COShow all
2 papers · 1 filter
stat.CO2026
conformalForecast: An R package for sequential conformal prediction in time series
Xiaoqian Wang, Daniele Girolimetto
Reliable uncertainty quantification is central to modern forecasting. Conformal prediction offers model-agnostic intervals with coverage guarantee under exchangeability, but existi…
stat.CO2026
FoReco and FoRecoML: A Unified Toolbox for Forecast Reconciliation in R
Daniele Girolimetto, Jeroen Rombouts, Ines Wilms +1
Forecast reconciliation has become key to improving the accuracy and coherence of forecasts for linearly constrained multiple time series, such as hierarchical and grouped series.…