The R Package knnwtsim: Nonparametric Forecasting With a Tailored Similarity Measure
R 包 knnwtsim:使用定制相似度的非参数预测
The R package knnwtsim provides functions to implement k nearest neighbors (KNN) forecasting using a similarity metric tailored to the forecasting problem of predicting future observations of a response series where recent observations, seasonal or periodic patterns, and the values of one or more exogenous predictors all have predictive value in forecasting new response points. This paper will introduce the similarity measure of interest, and the functions in knnwtsim used…