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>.


Reference manual

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0.1.0 by Matthew Trupiano, 12 days ago


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