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:
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')) |
Bug tracker:https://github.com/mtrupiano1/knnwtsim/issues
- boston_911dispatch_weekly - Boston_911dispatch_weekly
- boston_fire_incidents_monthly - Boston_fire_incidents_monthly
- boston_fire_incidents_weekly - Boston_fire_incidents_weekly
- simulation_master_list - Simulation_master_list
forecastingknn-regressionmachine-learningtime-series
Last updated 3 years agofrom:90ea40721d. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 04 2024 |
| R-4.5-win | OK | Nov 04 2024 |
| R-4.5-linux | OK | Nov 04 2024 |
| R-4.4-win | OK | Nov 04 2024 |
| R-4.4-mac | OK | Nov 04 2024 |
| R-4.3-win | OK | Nov 04 2024 |
| R-4.3-mac | OK | Nov 04 2024 |
Exports:knn.forecastknn.forecast.boot.intervalsknn.forecast.randomsearch.tuningNNregSeasonalAbsDissimilaritySpMatrixCalcStMatrixCalcSwMatrixCalcSxMatrixCalcTempAbsDissimilarity
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| boston_911dispatch_weekly | boston_911dispatch_weekly |
| boston_fire_incidents_monthly | boston_fire_incidents_monthly |
| boston_fire_incidents_weekly | boston_fire_incidents_weekly |
| KNN Forecast | knn.forecast |
| KNN Forecast Bootstrap Prediction Intervals | knn.forecast.boot.intervals |
| Tune 'knn.forecast()' Hyperparameters with Random Search | knn.forecast.randomsearch.tuning |
| Estimate a Single Point with K Nearest Neighbors Regression | NNreg |
| Seasonal Absolute Dissimilarity | SeasonalAbsDissimilarity |
| simulation_master_list | simulation_master_list |
| Calculate Seasonal Similarity Matrix | SpMatrixCalc |
| Calculate Temporal Similarity Matrix | StMatrixCalc |
| Calculate Weighted Similarity Matrix | SwMatrixCalc |
| Calculate Similarity Matrix for Exogenous Predictors | SxMatrixCalc |
| Temporal Absolute Dissimilarity | TempAbsDissimilarity |