Introduction | Time series forecasting with KNN regression | Multi-step ahead strategies | The Multiple Input Multiple Output strategy | The recursive strategy | Additional features | Combination and distance function | Combining several models with different k parameters | Forecasting time series with a trend | Automatic forecasting | Evaluating the model | Conclusions | References
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:
tsfknn_0.6.0.tar.gz
tsfknn_0.6.0.zip(r-4.7-x86_64)tsfknn_0.6.0.zip(r-4.6-x86_64)tsfknn_0.6.0.zip(r-4.5-x86_64)
tsfknn_0.6.0.tgz(r-4.6-x86_64)tsfknn_0.6.0.tgz(r-4.6-arm64)tsfknn_0.6.0.tgz(r-4.5-x86_64)tsfknn_0.6.0.tgz(r-4.5-arm64)
tsfknn_0.6.0.tar.gz(r-4.7-arm64)tsfknn_0.6.0.tar.gz(r-4.7-x86_64)tsfknn_0.6.0.tar.gz(r-4.6-arm64)tsfknn_0.6.0.tar.gz(r-4.6-x86_64)
tsfknn_0.6.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
tsfknn/json (API)
| # 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
Last updated from:45e95c28ac. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 163 | ||
| linux-devel-x86_64 | OK | 139 | ||
| source / vignettes | OK | 173 | ||
| linux-release-arm64 | OK | 146 | ||
| linux-release-x86_64 | OK | 145 | ||
| macos-release-arm64 | OK | 89 | ||
| macos-release-x86_64 | OK | 191 | ||
| macos-oldrel-arm64 | OK | 88 | ||
| macos-oldrel-x86_64 | OK | 321 | ||
| windows-devel | OK | 113 | ||
| windows-release | OK | 112 | ||
| windows-oldrel | OK | 97 | ||
| wasm-release | OK | 136 |
Exports:knn_examplesknn_forecastingn_training_examplesnearest_neighborsrolling_origin
Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglifecycleR6RColorBrewerRcpprlangS7scalesvctrsviridisLitewithr
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 |
