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The R Journal
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Date of this Version
12-2019
Document Type
Article
Citation
The R Journal (December 2019) 11(2); Editor: Michael J. Kane
Abstract
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.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2019, The R Foundation. Open access material. License: CC BY 4.0 International