Time Series Forecasting Using Nearest Neighbors
Create a ggplot object from a knnForecast object
Examples of the model associated with a prediction
Time series forecasting using KNN regression
Number of training examples
Nearest neighbors associated with predictions
Plot a prediction of a test set
Predict method for KNN models for time series forecasting.
Assessing forecasting accuracy with rolling origin
tsfknn: Time Series Forecasting Using Nearest Neighbors
Allows forecasting time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2019) <doi:10.1007/s10462-017-9593-z>. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is 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.
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