@article{418, author = {Francisco Martínez and María del Pilar Frías Bustamante and Francisco Charte Ojeda and Antonio Jesús Rivera Rivas}, title = {Time Series Forecasting with KNN in R: the tsfknn Package}, 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.}, year = {2019}, journal = {The R Journal}, volume = {11}, number = {2}, pages = {229-242}, month = {12/2019}, doi = {10.32614/RJ-2019-004}, note = {TIN2015-68854-R}, }