tsfknn: Time Series Forecasting Using Nearest Neighbors

Allows to forecast time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2017) <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 <[email protected]>
LicenseGPL-2
Version0.3.0
URL https://github.com/franciscomartinezdelrio/tsfknn
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsfknn")

Try the tsfknn package in your browser

Any scripts or data that you put into this service are public.

tsfknn documentation built on May 31, 2019, 5:04 p.m.