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tsfknn  

Time Series Forecasting Using Nearest Neighbors
View on CRAN: Click here


Download and install tsfknn package within the R console
Install from CRAN:
install.packages("tsfknn")

Install from Github:
library("remotes")
install_github("cran/tsfknn")

Install by package version:
library("remotes")
install_version("tsfknn", "0.6.0")



Attach the package and use:
library("tsfknn")
Maintained by
Francisco Martinez
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-27
Latest Update: 2023-12-20
Description:
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.
How to cite:
Francisco Martinez (2018). tsfknn: Time Series Forecasting Using Nearest Neighbors. R package version 0.6.0, https://cran.r-project.org/web/packages/tsfknn. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:15), 0.1.0 (2018-03-27 12:08), 0.2.0 (2019-04-09 13:10), 0.3.0 (2019-05-31 13:20), 0.4.0 (2020-06-04 10:40), 0.5.0 (2021-04-05 10:10), 0.5.1 (2023-03-09 11:00), 0.5.2 (2023-09-04 10:40)
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Complete documentation for tsfknn
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