K Nearest Neighbor Forecasting with a Tailored Similarity Metric
KNN Forecast Bootstrap Prediction Intervals
Tune knn.forecast() Hyperparameters with Random Search
KNN Forecast
Estimate a Single Point with K Nearest Neighbors Regression
Seasonal Absolute Dissimilarity
Calculate Seasonal Similarity Matrix
Calculate Temporal Similarity Matrix
Calculate Weighted Similarity Matrix
Calculate Similarity Matrix for Exogenous Predictors
Temporal Absolute Dissimilarity
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) <arXiv:2112.06266>.