tsfknn (Q1354381): Difference between revisions

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+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.
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Latest revision as of 00:44, 14 March 2024

Time Series Forecasting Using Nearest Neighbors

Language	Label	Description	Also known as
English	tsfknn	Time Series Forecasting Using Nearest Neighbors

Statements

swMATH work ID

40929

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source code repository

https://github.com/cran/tsfknn

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instance of

R package

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software version identifier

0.5.1

publication date

9 March 2023

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0.1.0

publication date

27 March 2018

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0.2.0

publication date

9 April 2019

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0.3.0

publication date

31 May 2019

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0.4.0

publication date

4 June 2020

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0.5.0

publication date

5 April 2021

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0.5.2

publication date

4 September 2023

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0.6.0

publication date

20 December 2023

0 references

0 references

0 references

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20 December 2023

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description

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.

0 references

author

Francisco Martinez

0 references

copyright license

GNU General Public License, version 2.0

0 references

imports

ggplot2

software version identifier

≥ 3.1.1

0 references