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tsfknn

Time Series Forecasting Using Nearest Neighbors

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.

Versions across snapshots

VersionRepositoryFileSize
0.6.0 rolling linux/jammy R-4.5 tsfknn_0.6.0.tar.gz 458.1 KiB
0.6.0 rolling linux/noble R-4.5 tsfknn_0.6.0.tar.gz 459.3 KiB
0.6.0 rolling source/ R- tsfknn_0.6.0.tar.gz 366.8 KiB
0.6.0 latest linux/jammy R-4.5 tsfknn_0.6.0.tar.gz 458.1 KiB
0.6.0 latest linux/noble R-4.5 tsfknn_0.6.0.tar.gz 459.3 KiB
0.6.0 latest source/ R- tsfknn_0.6.0.tar.gz 366.8 KiB
0.6.0 2026-04-26 source/ R- tsfknn_0.6.0.tar.gz 366.8 KiB
0.6.0 2026-04-23 source/ R- tsfknn_0.6.0.tar.gz 366.8 KiB
0.6.0 2026-04-09 windows/windows R-4.5 tsfknn_0.6.0.zip 776.7 KiB
0.6.0 2025-04-20 source/ R- tsfknn_0.6.0.tar.gz 366.8 KiB

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