Applying k-nearest neighbors to time series forecasting : two new approaches
将 k 近邻用于时间序列预测:两种新方法
K-nearest neighbors algorithm is one of the prominent techniques used in classification and regression. Despite its simplicity, the k-nearest neighbors has been successfully applied in time series forecasting. However, the selection of the number of neighbors and feature selection is a daunting task. In this paper, we introduce two methodologies to forecasting time series that we refer to as Classical Parameters Tuning in Weighted Nearest Neighbors and Fast Parameters Tuning…