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 |
Volume | 11 |
Number | 2 |
Pagination | 229-242 |
Date Published | 12/2019 |
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 |
DOI | 10.32614/RJ-2019-004 |
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