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.

Package details

AuthorFrancisco Martinez [aut, cre]
MaintainerFrancisco Martinez <fmartin@ujaen.es>
URL https://github.com/franciscomartinezdelrio/tsfknn
Package repositoryView on CRAN
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tsfknn documentation built on May 29, 2024, 8:35 a.m.