K Nearest Neighbor Forecasting with a Tailored Similarity Metric

Functions to implement K Nearest Neighbor forecasting using a weighted similarity metric tailored to the problem of forecasting univariate time series where recent observations, seasonal patterns, and exogenous predictors are all relevant in predicting future observations of the series in question. For more information on the formulation of this similarity metric please see Trupiano (2021) < https://github.com/mtrupiano1/knnwtsim/blob/main/README.md>.


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install.packages("knnwtsim")

0.1.0 by Matthew Trupiano, 12 days ago


https://github.com/mtrupiano1/knnwtsim


Report a bug at https://github.com/mtrupiano1/knnwtsim/issues


Browse source code at https://github.com/cran/knnwtsim


Authors: Matthew Trupiano


Documentation:   PDF Manual  


GPL (>= 3) license


Imports stats

Suggests testthat


See at CRAN