|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.
Time Series Forecasting with KNN in R: the tsfknn Package