tsfknn (0.2.0)

Time Series Forecasting Using Nearest Neighbors.


Allows to forecast time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2017) . When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. The nearest neighbors used in a prediction can be consulted and plotted.

Maintainer: Francisco Martinez
Author(s): Francisco Martinez [aut, cre]

License: GPL-2

Uses: ggplot2, testthat, knitr, rmarkdown

Released 8 months ago.