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 multi-step ahead forecasting strategies can be used. The model built is is higher than 1, two 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.

Version: 0.1.0
Depends: R (≥ 3.4.0)
Imports: ggplot2 (≥ 2.2.1), graphics, stats, utils
Suggests: knitr, rmarkdown, testthat (≥ 2.0.0)
Published: 2018-03-27
Author: Francisco Martinez [aut, cre]
Maintainer: Francisco Martinez <fmartin at ujaen.es>
BugReports: https://github.com/franciscomartinezdelrio/tsfknn/issues
License: GPL-2
URL: https://github.com/franciscomartinezdelrio/tsfknn
NeedsCompilation: no
Materials: README
In views: TimeSeries
CRAN checks: tsfknn results


Reference manual: tsfknn.pdf
Vignettes: Time Series Forecasting with KNN in R: the tsfknn Package
Package source: tsfknn_0.1.0.tar.gz
Windows binaries: r-devel: tsfknn_0.1.0.zip, r-release: tsfknn_0.1.0.zip, r-oldrel: tsfknn_0.1.0.zip
OS X binaries: r-release: tsfknn_0.1.0.tgz, r-oldrel: tsfknn_0.1.0.tgz


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