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https://github.com/grasia/knnp

Time Series Forecasting using K-Nearest Neighbors Algorithm (Parallel approach)
https://github.com/grasia/knnp

knearest-neighbor-algorithm parallel time-series-forecasting

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Time Series Forecasting using K-Nearest Neighbors Algorithm (Parallel approach)

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# knnp : Time Series Prediction using K-Nearest Neighbors Algorithm (Parallel)

First release was developed as an End-of-Degree Project.

Further improvements have been made now as a project from GRASIA investigation group:
https://grasia.fdi.ucm.es/

Purpose
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This package intends to provide R users or anyone interested in the field of time series prediction the possibility of aplying the k-nearest neighbors algorithm to time series prediction problems. Two main functionalities are provided:
- Time series prediction using this method.
- Optimization of parameteres *k* and *d* of the algorithm.

All the code involved has been optimized to:
- Parallelize critic components as the process of optimization of parameteres *k* and *d* or the calculation of distances.
- Use memory efficiently.

Authors
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- Daniel Bastarrica Lacalle
- Javier Berdecio Trigueros

Directors
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- Javier Arroyo Gallardo
- Albert Meco Alias

Maintainer
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- Daniel Bastarrica Lacalle

License
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AGPL-3