knn_forecast {knnp}

Predicts next value of the time series using k-nearest neighbors algorithm.

Description

Predicts next value of the time series using k-nearest neighbors algorithm.

Usage

knn_forecast(
  y,
  k,
  d,
  distance = "euclidean",
  weight = "proportional",
  v = 1,
  threads = 1,
  h = 1
)

Arguments

y

A time series or a trained kNN model generated by the knn_param_search_function. In case that a model is provided the rest of parameters will be ignored and all of them will be taken from the model.

k

Number of neighbors.

d

Length of each of the 'elements'.

distance

Type of metric to evaluate the distance between points. Many metrics are supported: euclidean, manhattan, dynamic time warping, camberra and others. For more information about the supported metrics check the values that 'method' argument of function parDist (from parallelDist package) can take as this is the function used to calculate the distances. Link to package info: https://cran.r-project.org/web/packages/parallelDist Some of the values that this argument can take are "euclidean", "manhattan", "dtw", "camberra", "chord".

weight

Type of weight to be used at the time of calculating the predicted value with a weighted mean. Three supported: proportional, average, linear.

proportional

the weight assigned to each neighbor is inversely proportional to its distance

average

all neighbors are assigned with the same weight

linear

nearest neighbor is assigned with weight k, second closest neighbor with weight k-1, and so on until the least nearest neighbor which is assigned with a weight of 1.

v

Variable to be predicted if given multivariate time series.

threads

Number of threads to be used when parallelizing, default is 1

h

Temporal horizon of the prediction (only value 1 is implemented). This parameter is present only for compatibility with the forecast package.

Value

The predicted value.

Examples

knn_forecast(AirPassengers, 5, 2)
knn_forecast(LakeHuron, 3, 6)