tsfknn

The goal of tsfknn is to forecast time series using KNN regression

Installation

You can install tsfknn from github with:

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

Example

This is a basic example which shows you how to forecast with tsfknn:

library(tsfknn)
pred <- knn_forecasting(USAccDeaths, h = 12, k = 3)
pred$prediction # To see a time series with the forecasts
plot(pred) # To see a plot with the forecast
library(ggplot2)
autoplot(pred, highlight = "neighbors")  # To see the nearest neighbors