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Machine Learning for Time-Series with Python

You're reading from   Machine Learning for Time-Series with Python Forecast, predict, and detect anomalies with state-of-the-art machine learning methods

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Product type Paperback
Published in Oct 2021
Publisher Packt
ISBN-13 9781801819626
Length 370 pages
Edition 1st Edition
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Author (1):
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Ben Auffarth Ben Auffarth
Author Profile Icon Ben Auffarth
Ben Auffarth
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Table of Contents (15) Chapters Close

Preface 1. Introduction to Time-Series with Python 2. Time-Series Analysis with Python FREE CHAPTER 3. Preprocessing Time-Series 4. Introduction to Machine Learning for Time-Series 5. Forecasting with Moving Averages and Autoregressive Models 6. Unsupervised Methods for Time-Series 7. Machine Learning Models for Time-Series 8. Online Learning for Time-Series 9. Probabilistic Models for Time-Series 10. Deep Learning for Time-Series 11. Reinforcement Learning for Time-Series 12. Multivariate Forecasting 13. Other Books You May Enjoy
14. Index

Python practice

The installation in this chapter is very simple, since, in this chapter, we'll only use River. We can quickly install it from the terminal (or similarly from Anaconda Navigator):

pip install river

We'll execute the commands from the Python (or IPython) terminal, but equally, we could execute them from a Jupyter notebook (or a different environment).

Drift detection

Let's start off by trying out drift detection with an artificial time-series. This follows the example in the tests of the River library.

We'll first create an artificial time-series that we can test:

import numpy as np
np.random.seed(12345)
data_stream = np.concatenate(
    (np.random.randint(2, size=1000), np.random.randint(8, size=1000))
)

This time-series is composed of two series that have different characteristics. Let's see how quickly the drift detection algorithms pick up on this.

Running the drift detector over this means iterating over...

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