tsfknn (Q1354381)
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Time Series Forecasting Using Nearest Neighbors
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | tsfknn |
Time Series Forecasting Using Nearest Neighbors |
Statements
20 December 2023
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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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