tsfknn 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 Cited by 2 Authors 1 Elías, Antonio 1 Shang, Han Lin Cited in 1 Serial 1 Journal of Multivariate Analysis Cited in 1 Field 1 Statistics (62-XX) Citations by Year