Dealing with seasonality by narrowing the training set in time series forecasting with kNN

作者：

Highlights：

• A new scheme for dealing with seasonality in time series forecasting.

• It is based on building a different model to forecast every season.

• Experimental results with nearest neighbor regression enhance classical approaches.

摘要

•A new scheme for dealing with seasonality in time series forecasting.•It is based on building a different model to forecast every season.•Experimental results with nearest neighbor regression enhance classical approaches.

论文关键词：Time series forecasting,kNN regression,Seasonal time series

论文评审过程：Received 23 November 2017, Revised 3 March 2018, Accepted 4 March 2018, Available online 6 March 2018, Version of Record 13 March 2018.

论文官网地址：https://doi.org/10.1016/j.eswa.2018.03.005