Ridge Theta Forecast with attention - conformal uncertainty • ahead

USAccDeaths

(obj <- suppressWarnings(ahead::glmthetaf(USAccDeaths, h=25L, fit_func=MASS::glm.nb, attention = TRUE, type_pi = "conformal-split")))

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

##          Point Forecast    Lo 95     Hi 95
## Jan 1979       8268.704 6521.060 10016.349
## Feb 1979       7309.039 5561.394  9056.683
## Mar 1979       8154.793 6407.149  9902.438
## Apr 1979       8531.014 6783.369 10278.658
## May 1979       9393.218 7645.573 11140.862
## Jun 1979       9741.994 7994.350 11489.638
## Jul 1979      11003.200 9255.555 12750.844
## Aug 1979       9835.339 8087.694 11582.983
## Sep 1979       8712.499 6964.854 10460.143
## Oct 1979       9231.334 7483.690 10978.978
## Nov 1979       8576.564 6828.920 10324.209
## Dec 1979       9249.011 7501.367 10996.656
## Jan 1980       8268.724 6521.080 10016.368
## Feb 1980       7309.056 5561.412  9056.701
## Mar 1980       8154.813 6407.168  9902.457
## Apr 1980       8531.034 6783.390 10278.679
## May 1980       9393.240 7645.596 11140.884
## Jun 1980       9742.017 7994.373 11489.662
## Jul 1980      11003.226 9255.581 12750.870
## Aug 1980       9835.362 8087.718 11583.007
## Sep 1980       8712.519 6964.875 10460.164
## Oct 1980       9231.356 7483.712 10979.000
## Nov 1980       8576.585 6828.940 10324.229
## Dec 1980       9249.033 7501.389 10996.678
## Jan 1981       8268.744 6521.099 10016.388

plot(obj)

AirPassengers

(obj <- suppressWarnings(ahead::glmthetaf(AirPassengers, h=25L, fit_func=MASS::glm.nb, attention = TRUE, type_pi = "conformal-split")))

##          Point Forecast    Lo 95    Hi 95
## Jan 1961       441.8635 312.5333 571.1937
## Feb 1961       415.3291 285.9989 544.6593
## Mar 1961       470.6896 341.3593 600.0198
## Apr 1961       466.2480 336.9178 595.5782
## May 1961       477.9124 348.5822 607.2426
## Jun 1961       552.5151 423.1849 681.8453
## Jul 1961       618.1805 488.8503 747.5107
## Aug 1961       611.8440 482.5138 741.1742
## Sep 1961       517.8328 388.5026 647.1630
## Oct 1961       448.5658 319.2356 577.8961
## Nov 1961       389.6833 260.3531 519.0136
## Dec 1961       432.9705 303.6403 562.3007
## Jan 1962       441.9510 312.6208 571.2812
## Feb 1962       415.4114 286.0811 544.7416
## Mar 1962       470.7828 341.4526 600.1130
## Apr 1962       466.3404 337.0101 595.6706
## May 1962       478.0071 348.6769 607.3373
## Jun 1962       552.6245 423.2943 681.9547
## Jul 1962       618.3029 488.9727 747.6332
## Aug 1962       611.9652 482.6350 741.2954
## Sep 1962       517.9353 388.6051 647.2656
## Oct 1962       448.6547 319.3245 577.9849
## Nov 1962       389.7605 260.4303 519.0907
## Dec 1962       433.0562 303.7260 562.3864
## Jan 1963       442.0385 312.7083 571.3687