Time Series Forecasting with KNN in R: the tsfknn Package
Francisco J. Martinez, P. Frías María, Francisco Charte, J. Rivera Antonio · The R Journal · 2019
In this paper the tsfknn package for time series forecasting using k-nearest neighbor regression is described.This package allows users to specify a KNN model and to generate its forecasts.The user can choose among different multi-step ahead strategies and among different functions to aggregate the targets of the nearest neighbors.It is also possible to assess the forecast accuracy of the KNN model.