|Title||Time Series Forecasting with KNN in R: the tsfknn Package|
|Publication Type||Journal Article|
|Year of Publication||2019|
|Authors||Martínez, Francisco, Frías María Pilar, Charte Francisco, and Rivera-Rivas A.J.|
|Journal||The R Journal|
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.