tsfknn

Last update 13 October 2026

Copyright license GNU General Public License, version 2.0

Software version identifier 0.5.1, 0.1.0, 0.2.0, 0.3.0, 0.4.0, 0.5.0, 0.5.2, 0.6.0, PACKAGES.rds, 0.7.1

Official website https://cran.r-project.org/web/packages/tsfknn/index.html

Source code repository https://github.com/cran/tsfknn

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 univariate and 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.

Cites work

A methodology for applying k-nearest neighbor to time series forecasting

Cited in

(7)

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