Please write python code for Time Series Modelling using k$-$Nearest Neighbour Algorithm

Describe in detail how the k$-$nearest neighbour algorithm can be used in time series modelling. In your discussion,

you must consider the following two approaches to time series modelling:

$\_$ Prediction of the next value in the time$-$series, i$.$e$.$ it is a regression problem.

$\_$ Prediction of trends, where trends are Up$,$ Down and No Change, i$.$e$.$ it is a classi$\_$cation problem.

In your discussion, consider the impact of the number of neighbours.