Code for paper titled "Online conformal inference for multi-step time series forecasting".

• code: Code files for reproducing the data and results presented in the paper.
• result: Results presented in the paper.
• paper: Source files for manuscript.
  • The paper is written using Quarto. Tex file and PDF file are generated by rendering the cpts.qmd file.
• conformalForecast: The R package developed for this work, available at https://github.com/xqnwang/conformalForecast/.