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  9056.684
## Mar 1979       8154.793 6407.149  9902.438
## Apr 1979       8531.014 6783.369 10278.659
## May 1979       9393.218 7645.573 11140.863
## Jun 1979       9741.994 7994.350 11489.639
## Jul 1979      11003.200 9255.555 12750.845
## Aug 1979       9835.339 8087.695 11582.984
## Sep 1979       8712.499 6964.854 10460.144
## Oct 1979       9231.334 7483.690 10978.979
## Nov 1979       8576.565 6828.920 10324.209
## Dec 1979       9249.012 7501.367 10996.656
## Jan 1980       8268.724 6521.080 10016.369
## Feb 1980       7309.057 5561.412  9056.701
## Mar 1980       8154.813 6407.168  9902.458
## Apr 1980       8531.035 6783.390 10278.679
## May 1980       9393.241 7645.596 11140.885
## Jun 1980       9742.018 7994.373 11489.662
## Jul 1980      11003.226 9255.582 12750.871
## Aug 1980       9835.363 8087.718 11583.007
## Sep 1980       8712.520 6964.875 10460.165
## Oct 1980       9231.357 7483.712 10979.001
## Nov 1980       8576.585 6828.941 10324.230
## Dec 1980       9249.034 7501.389 10996.679
## Jan 1981       8268.744 6521.100 10016.389

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       441.8646 312.5514 571.1778
## Feb 1961       415.3320 286.0188 544.6452
## Mar 1961       470.6940 341.3808 600.0072
## Apr 1961       466.2535 336.9403 595.5667
## May 1961       477.9190 348.6059 607.2322
## Jun 1961       552.5238 423.2106 681.8370
## Jul 1961       618.1915 488.8783 747.5046
## Aug 1961       611.8559 482.5427 741.1691
## Sep 1961       517.8437 388.5305 647.1569
## Oct 1961       448.5760 319.2628 577.8892
## Nov 1961       389.6927 260.3795 519.0059
## Dec 1961       432.9815 303.6683 562.2947
## Jan 1962       441.9628 312.6497 571.2760
## Feb 1962       415.4230 286.1098 544.7362
## Mar 1962       470.7965 341.4833 600.1097
## Apr 1962       466.3545 337.0413 595.6677
## May 1962       478.0221 348.7089 607.3353
## Jun 1962       552.6424 423.3292 681.9556
## Jul 1962       618.3236 489.0104 747.6368
## Aug 1962       611.9862 482.6730 741.2994
## Sep 1962       517.9536 388.6404 647.2668
## Oct 1962       448.6709 319.3577 577.9841
## Nov 1962       389.7749 260.4617 519.0881
## Dec 1962       433.0726 303.7594 562.3857
## Jan 1963       442.0555 312.7424 571.3687