Package: tsfknn 0.6.0

tsfknn: Time Series Forecasting Using Nearest Neighbors

Allows forecasting time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2019) <doi:10.1007/s10462-017-9593-z>. 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.

Authors:Francisco Martinez [aut, cre]

tsfknn_0.6.0.tar.gz
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tsfknn_0.6.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
tsfknn/json (API)
NEWS

# Install 'tsfknn' in R:

install.packages('tsfknn', repos = c('https://franciscomartinezdelrio.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/franciscomartinezdelrio/tsfknn/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

cpp

5.56 score 11 stars 66 scripts 401 downloads 5 exports 18 dependencies

Last updated from:45e95c28ac. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	150
linux-devel-x86_64	OK	148
source / vignettes	OK	182
linux-release-arm64	OK	129
linux-release-x86_64	OK	138
macos-release-arm64	OK	85
macos-release-x86_64	OK	426
macos-oldrel-arm64	OK	109
macos-oldrel-x86_64	OK	206
windows-devel	OK	153
windows-release	OK	114
windows-oldrel	OK	152
wasm-release	OK	115

Exports:knn_examples knn_forecasting n_training_examples nearest_neighbors rolling_origin

Dependencies:cli cpp11 farver ggplot2 glue gtable isoband labeling lifecycle R6 RColorBrewer Rcpp rlang S7 scales vctrs viridisLite withr

Time Series Forecasting with KNN in R: the tsfknn Package

Francisco Martinez, Maria P. Frias, Francisco Charte, Antonio J. Rivera

Rendered fromtsfknn.Rmdusingknitr::rmarkdownon May 05 2026.

Last update: 2023-12-20
Started: 2018-03-21

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Create a ggplot object from a knnForecast object	autoplot.knnForecast
Examples of the model associated with a prediction	knn_examples
Time series forecasting using KNN regression	knn_forecasting
Number of training examples	n_training_examples
Nearest neighbors associated with predictions	nearest_neighbors
Plot a prediction of a test set	plot.knnForecastRO
Predict method for KNN models for time series forecasting.	predict.knnForecast
Assessing forecasting accuracy with rolling origin	rolling_origin