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) . 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.

The goal of tsfknn is to forecast time series using KNN regression


You can install tsfknn from from github with:

# install.packages("devtools")


This is a basic example which shows you how to forecast with tsfknn:

pred <- knn_forecasting(USAccDeaths, h = 12, k = 3)
pred$prediction # To see a time series with the forecasts
plot(pred) # To see a plot with the forecast
autoplot(pred, highlight = "neighbors")  # To see the nearest neighbors


Reference manual

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0.1.0 by Francisco Martinez, 10 months ago


Report a bug at https://github.com/franciscomartinezdelrio/tsfknn/issues

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

Authors: Francisco Martinez [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-2 license

Imports ggplot2, graphics, stats, utils

Suggests knitr, rmarkdown, testthat

See at CRAN