Engineering Alpha

Engineering Alpha

A Beginner’s Guide to Nearest Neighbors For Time Series in Python

A Gentle Introduction to the KNN Algorithm for Newcomers to Machine Learning

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Feb 20, 2024
∙ Paid

In this article, we embark on a journey to demystify KNN, the algorithm that makes predictions based on the company it keeps, quite literally. We will explore how KNN takes inspiration from our everyday experiences, where we often seek advice from our nearest neighbors, friends, or colleagues.

We will dive into two key aspects of KNN: classification and …

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