Time Series Forecasting with KNN in R: the tsfknn Package

TitleTime Series Forecasting with KNN in R: the tsfknn Package
Publication TypeJournal Article
Year of Publication2019
AuthorsMartínez, Francisco, Frías María Pilar, Charte Francisco, and Rivera-Rivas A.J.
JournalThe R Journal
Volume11
Number2
Pagination229-242
Date Published12/2019
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.

Notes

TIN2015-68854-R

DOI10.32614/RJ-2019-004
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