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tsfknn: Time Series Forecasting Using Nearest Neighbors
Allows forecasting time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2019) <doi:10.1007/s10462-017-9593-z>. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. The nearest neighbors used in a prediction can be consulted and plotted.
Getting started
Browse package contents
Package details |
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| Author | Francisco Martinez [aut, cre] |
| Maintainer | Francisco Martinez <fmartin@ujaen.es> |
| License | GPL-2 |
| Version | 0.6.0 |
| URL | https://github.com/franciscomartinezdelrio/tsfknn |
| Package repository | View on CRAN |
| Installation |
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