[R] prediction of time series with nearest neighbor

Ingo Wardinski ingo at gfz-potsdam.de
Thu Aug 15 15:42:54 CEST 2013


G'day,
I wonder if there exists a package that deals with the prediction of 
time series based on a method proposed by Farmer & Sidorowich (1987) and 
further developments by others. This method relies on the state space 
representation of a time series and uses the nearest neighbor of a state 
for prediction.

Is there package in R that perform such predictions?
Any help and advice would be very much appreciated
ingo



More information about the R-help mailing list