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 11489.639
## 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 10978.979
## Nov 1979       8576.565 6828.920 10324.209
## Dec 1979       9249.011 7501.367 10996.656
## Jan 1980       8268.724 6521.080 10016.369
## 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 11140.885
## Jun 1980       9742.017 7994.373 11489.662
## Jul 1980      11003.226 9255.582 12750.871
## Aug 1980       9835.362 8087.718 11583.007
## Sep 1980       8712.520 6964.875 10460.164
## Oct 1980       9231.356 7483.712 10979.001
## Nov 1980       8576.585 6828.941 10324.230
## Dec 1980       9249.034 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       441.8638 312.5489 571.1787
## Feb 1961       415.3297 286.0148 544.6446
## Mar 1961       470.6905 341.3756 600.0054
## Apr 1961       466.2493 336.9344 595.5642
## May 1961       477.9140 348.5991 607.2289
## Jun 1961       552.5173 423.2024 681.8321
## Jul 1961       618.1834 488.8685 747.4982
## Aug 1961       611.8472 482.5323 741.1621
## Sep 1961       517.8358 388.5210 647.1507
## Oct 1961       448.5688 319.2539 577.8837
## Nov 1961       389.6861 260.3713 519.0010
## Dec 1961       432.9739 303.6590 562.2888
## Jan 1962       441.9548 312.6399 571.2697
## Feb 1962       415.4152 286.1003 544.7301
## Mar 1962       470.7874 341.4725 600.1023
## Apr 1962       466.3453 337.0304 595.6602
## May 1962       478.0124 348.6975 607.3273
## Jun 1962       552.6310 423.3161 681.9459
## Jul 1962       618.3107 488.9958 747.6256
## Aug 1962       611.9732 482.6583 741.2881
## Sep 1962       517.9425 388.6276 647.2574
## Oct 1962       448.6612 319.3463 577.9761
## Nov 1962       389.7664 260.4515 519.0813
## Dec 1962       433.0630 303.7481 562.3779
## Jan 1963       442.0458 312.7309 571.3607