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knnwtsim

swMATH ID: 40918
Software Authors: Matthew Trupiano
Description: R package knnwtsim: K Nearest Neighbor Forecasting with a Tailored Similarity Metric. Functions to implement K Nearest Neighbor forecasting using a weighted similarity metric tailored to the problem of forecasting univariate time series where recent observations, seasonal patterns, and exogenous predictors are all relevant in predicting future observations of the series in question. For more information on the formulation of this similarity metric please see Trupiano (2021) <https://github.com/mtrupiano1/knnwtsim/blob/main/README.md>.
Homepage: https://cran.gedik.edu.tr/web/packages/knnwtsim/index.html
Dependencies: R
Keywords: arXiv_stat.ME; arXiv_stat.CO; R; R package; knnwtsim; K Nearest Neighbor Forecasting; KNN; Tailored Similarity Metric; time series; forecasting; nonparametric; similarity
Related Software: clusterGeneration; MASS (R); tsfknn; fable; forecast; R
Cited in: 0 Publications

Standard Articles

1 Publication describing the Software Year
The R Package knnwtsim: Nonparametric Forecasting With a Tailored Similarity Measure
Matthew Trupiano
2021