fabletools icon indicating copy to clipboard operation
fabletools copied to clipboard

conformal prediction methods for `fable` & `fabletools`?

Open frankiethull opened this issue 1 year ago • 1 comments

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.

frankiethull avatar Oct 30 '24 20:10 frankiethull

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

robjhyndman avatar Oct 30 '24 21:10 robjhyndman