swMATH ID: 40929
Software Authors: Francisco Martinez
Description: R package tsfknn: Time Series Forecasting Using Nearest Neighbors. Allows to forecast time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2017) <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.
Homepage: https://cran.r-project.org/web/packages/tsfknn/index.html
Source Code:  https://github.com/cran/tsfknn
Dependencies: R
Related Software: clusterGeneration; MASS (R); fable; forecast; R; knnwtsim; ftsa; sugrrants; fChange; fda (R); Rainbow; CRAN
Cited in: 1 Publication

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