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All Blog Posts Tagged 'k-nearest-neighbors' (1)

Time Series Forecasting: KNN vs. ARIMA

It is always hard to find a proper model to forecast time series data. One of the reasons is that models that use time-series data often expose to serial correlation. In this article, we will compare k nearest neighbor (KNN) regression which is a supervised machine learning method, with a more classical and stochastic process, autoregressive integrated moving average (ARIMA).

We will use the monthly prices of refined gold futures(XAUTRY) for one gram…

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Added by Selcuk Disci on September 30, 2020 at 10:00am — No Comments

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