tsfknn-package {tsfknn}R Documentation

tsfknn: Time Series Forecasting Using Nearest Neighbors

Description

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.

Author(s)

Maintainer: Francisco Martinez fmartin@ujaen.es

See Also

Useful links:


[Package tsfknn version 0.6.0 Index]