Time Series Forecasting with KNN in R: the tsfknn Package

Francisco Martínez, María,P. Frías, Francisco Charte, Antonio,J. Rivera
2019 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.
doi:10.32614/rj-2019-004 fatcat:4jirwj6w7zfblpt52d7663lswm