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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
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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

Adaptive learning methods

Adaptive learning refers to incremental methods with drift adjustment. This concept refers to updating predictive models online to react to concept drifts. The goal is that by taking drift into account, models can ensure consistency with the current data distribution.

Ensemble methods can be coupled with drift detectors to trigger the retraining of base models. They can monitor the performance of base models (often with ADWIN) – underperforming models get replaced with retrained models if the new models are more accurate.

As a case in point, the Adaptive XGBoost algorithm (AXGB; Jacob Montiel and others, 2020) is an adaptation of XGBoost for evolving data streams, where new subtrees are created from mini-batches of data as new data becomes available. The maximum ensemble size is fixed, and once this size is reached, the ensemble is updated on new data.

In the Scikit-Multiflow and River libraries, there are several methods that couple machine...

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