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]

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NEWS

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

Peer review:

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

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

5 exports 10 stars 1.66 score 29 dependencies 42 scripts 470 downloads

Last updated 9 months agofrom:45e95c28ac. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 08 2024
R-4.5-win-x86_64OKSep 08 2024
R-4.5-linux-x86_64OKSep 08 2024
R-4.4-win-x86_64OKSep 08 2024
R-4.4-mac-x86_64OKSep 08 2024
R-4.4-mac-aarch64OKSep 08 2024
R-4.3-win-x86_64OKSep 08 2024
R-4.3-mac-x86_64OKSep 08 2024
R-4.3-mac-aarch64OKSep 08 2024

Exports:knn_examplesknn_forecastingn_training_examplesnearest_neighborsrolling_origin

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcpprlangscalestibbleutf8vctrsviridisLitewithr

Time Series Forecasting with KNN in R: the tsfknn Package

Rendered fromtsfknn.Rmdusingknitr::rmarkdownon Sep 08 2024.

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