R help - Aug 2013 - prediction of time series with nearest neighbor

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