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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