## ----echo = FALSE------------------------------------------------------------- knitr::opts_chunk$set(warning = FALSE, message = FALSE) ## ----------------------------------------------------------------------------- library(tsfknn) pred <- knn_forecasting(ts(1:8), h = 1, lags = 1:2, k = 2, transform = "none") knn_examples(pred) ## ----------------------------------------------------------------------------- pred$prediction plot(pred) ## ----------------------------------------------------------------------------- nearest_neighbors(pred) ## ----------------------------------------------------------------------------- library(ggplot2) autoplot(pred, highlight = "neighbors") ## ----------------------------------------------------------------------------- pred <- knn_forecasting(USAccDeaths, h = 12, lags = 1:12, k = 2, msas = "MIMO") autoplot(pred, highlight = "neighbors", faceting = FALSE) ## ----------------------------------------------------------------------------- timeS <- window(UKgas, start = c(1976, 1)) pred <- knn_forecasting(timeS, h = 2, lags = 1:4, k = 2, msas = "recursive") library(ggplot2) autoplot(pred, highlight = "neighbors") ## ----------------------------------------------------------------------------- pred <- knn_forecasting(ldeaths, h = 12, lags = 1:12, k = c(2, 4)) pred$prediction plot(pred) ## ----------------------------------------------------------------------------- set.seed(5) timeS <- ts(1:10 + rnorm(10, 0, .2)) pred <- knn_forecasting(timeS, h = 3, transform = "none") plot(pred) pred2 <- knn_forecasting(timeS, h = 3, transform = "additive") plot(pred2) ## ----------------------------------------------------------------------------- timeS <- ts(c(1, 3, 7, 9, 10, 12)) model_n <- knn_forecasting(timeS, h = 1, lags = 1:2, k = 2, transform = "none") knn_examples(model_n) plot(model_n) ## ----------------------------------------------------------------------------- model_a <- knn_forecasting(timeS, h = 1, lags = 1:2, k = 2, transform = "additive") knn_examples(model_a) plot(model_a) ## ----------------------------------------------------------------------------- model_a$pred ## ----------------------------------------------------------------------------- pred <- knn_forecasting(ts(1:20), h = 4, lags = 1:2, k = 2) ro <- rolling_origin(pred, h = 4) ## ----------------------------------------------------------------------------- print(ro$test_sets) ## ----------------------------------------------------------------------------- print(ro$predictions) ## ----------------------------------------------------------------------------- print(ro$errors) ## ----------------------------------------------------------------------------- ro$global_accu ## ----------------------------------------------------------------------------- ro$h_accu ## ----------------------------------------------------------------------------- plot(ro, h = 4) ## ----------------------------------------------------------------------------- ro <- rolling_origin(pred, h = 4, rolling = FALSE) print(ro$test_sets) print(ro$predictions)