Software and packages

  1. conformalForecast contributor

    Conformal prediction intervals for multistep time series forecasts, with sequential updating.

    docs 2026-10-15 2026-10-15

  2. FoCo2 maintainer

    Optimal and heuristic coherent forecast combination of multiple experts.

    docs 2026-07-24 2026-06-23

  3. FoReco maintainer

    Classical and optimal forecast reconciliation: cross-sectional, temporal, cross-temporal.

    docs 2026-07-13 2026-07-09

  4. FoRecoML maintainer

    Non-linear forecast reconciliation with machine learning.

    docs 2026-07-13 2026-07-09

  5. FoRecoPy maintainer

    Cross-sectional, temporal and cross-temporal forecast reconciliation for Python.

    docs 2025-12-23 2025-10-13

  6. nlcReco maintainer

    Forecast reconciliation with linear and non-linear constraints.

    docs 2025-10-28

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Others

  • haR: Heterogeneous AutoRegressive (HAR) model
  • TimeGPTapi: Interact with the TimeGPT API