Package: knnwtsim 1.1.0.9000

Matthew Trupiano

knnwtsim: K Nearest Neighbor Forecasting with a Tailored Similarity Metric

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>.

Authors:Matthew Trupiano

knnwtsim_1.1.0.9000.tar.gz
knnwtsim_1.1.0.9000.zip(r-4.5)knnwtsim_1.1.0.9000.zip(r-4.4)knnwtsim_1.1.0.9000.zip(r-4.3)
knnwtsim_1.1.0.9000.tgz(r-4.4-any)knnwtsim_1.1.0.9000.tgz(r-4.3-any)
knnwtsim_1.1.0.9000.tar.gz(r-4.5-noble)knnwtsim_1.1.0.9000.tar.gz(r-4.4-noble)
knnwtsim_1.1.0.9000.tgz(r-4.4-emscripten)knnwtsim_1.1.0.9000.tgz(r-4.3-emscripten)
knnwtsim.pdf |knnwtsim.html
knnwtsim/json (API)
NEWS

# Install 'knnwtsim' in R:
install.packages('knnwtsim', repos = c('https://mtrupiano1.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/mtrupiano1/knnwtsim/issues

Datasets:

On CRAN:

forecastingknn-regressionmachine-learningtime-series

10 exports 1 stars 0.73 score 0 dependencies 2 scripts 199 downloads

Last updated 3 years agofrom:90ea40721d. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 20 2024
R-4.5-winOKAug 20 2024
R-4.5-linuxOKAug 20 2024
R-4.4-winOKAug 20 2024
R-4.4-macOKAug 20 2024
R-4.3-winOKAug 20 2024
R-4.3-macOKAug 20 2024

Exports:knn.forecastknn.forecast.boot.intervalsknn.forecast.randomsearch.tuningNNregSeasonalAbsDissimilaritySpMatrixCalcStMatrixCalcSwMatrixCalcSxMatrixCalcTempAbsDissimilarity

Dependencies: