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Grasia / knnp

Time Series Forecasting using K-Nearest Neighbors Algorithm (Parallel approach)
GNU Affero General Public License v3.0
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implement local linear regression as an alternative to local averaging #1

Open Beliavsky opened 4 years ago

Beliavsky commented 4 years ago

As an enhancement, could you please allow for local linear regression as an alternative to local averaging, which is already implemented? Given k neighbors, one fits a d-order autoregression to make a prediction at the target point.

javiag commented 4 years ago

It's a good idea! Thank you!

If you feel like it, you can code it yourself and make a PR. If not, we will do it as soon as we can.