Time Series Forecasting with KNN in R: the tsfknn Package

Journal Article 2019

Francisco Martínez, María del Pilar Frías Bustamante, Francisco Charte Ojeda, Antonio Jesús Rivera Rivas

The R JournalVolume 11Pages 229-242

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Cite this publication

Martínez, F., Frías Bustamante, M. del P., Charte Ojeda, F., & Rivera Rivas, A. J. (2019). Time Series Forecasting with KNN in R: the tsfknn Package. The R Journal, 11, 229-242. https://doi.org/10.32614/RJ-2019-004 (Original work published 2019)
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Abstract

In this paper the tsfknn package for time series forecasting using k-nearest neighbor regression is described. This package allows users to specify a KNN model and to generate its forecasts. The user can choose among different multi-step ahead strategies and among different functions to aggregate the targets of the nearest neighbors. It is also possible to assess the forecast accuracy of the KNN model.

Funding

  • TIN2015-68854-R

Details

DOI
10.32614/RJ-2019-004
Date Published
12/2019