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conformal prediction methods for fable & fabletools? #411

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frankiethull opened this issue Oct 30, 2024 · 1 comment
Open

conformal prediction methods for fable & fabletools? #411

frankiethull opened this issue Oct 30, 2024 · 1 comment

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@frankiethull
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hi @mitchelloharawild -

Related to a similar expansion in the forecast framework, conformalForecast, is there any chance conformal methods will be added to the tidyverts universe?

I use fable and share it regularly with R programmers. Using tsibbles instead of ts objects makes it super friendly. While I can leverage conformalForecast, would love to see conformal methods in fable since it jives so well with the tidyverse.

@robjhyndman
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Maybe @xqnwang can write a fable extension package to do this.

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