Predict intervals from a horizon-specific conformal regressor

This function generates prediction intervals that account for increasing uncertainty at longer forecast horizons. Each horizon h uses its own calibrated nonconformity score distribution, resulting in trumpet-shaped prediction intervals.

Usage

# S3 method for class 'conformalRegressorByHorizon'
predict(
  object,
  y_hat = NULL,
  confidence = 0.95,
  y_min = -Inf,
  y_max = Inf,
  ...
)

Arguments

object

A conformalRegressorByHorizon object

y_hat

Predicted values (one per horizon)

confidence

Confidence level(s) between 0 and 1 (e.g., 0.95 for 95 percent)

y_min

The minimum value to include in prediction intervals

y_max

The maximum value to include in prediction intervals

...

Ignored

Value

A data frame with lower and upper bounds for each confidence level

Author

Resul Akay