Book Image

Hands-On Ensemble Learning with R

By : Prabhanjan Narayanachar Tattar
Book Image

Hands-On Ensemble Learning with R

By: Prabhanjan Narayanachar Tattar

Overview of this book

Ensemble techniques are used for combining two or more similar or dissimilar machine learning algorithms to create a stronger model. Such a model delivers superior prediction power and can give your datasets a boost in accuracy. Hands-On Ensemble Learning with R begins with the important statistical resampling methods. You will then walk through the central trilogy of ensemble techniques – bagging, random forest, and boosting – then you'll learn how they can be used to provide greater accuracy on large datasets using popular R packages. You will learn how to combine model predictions using different machine learning algorithms to build ensemble models. In addition to this, you will explore how to improve the performance of your ensemble models. By the end of this book, you will have learned how machine learning algorithms can be combined to reduce common problems and build simple efficient ensemble models with the help of real-world examples.
Table of Contents (17 chapters)
Hands-On Ensemble Learning with R
Contributors
Preface
12
What's Next?
Index

Essential time series models


We have encountered a set of models for the different regression models thus far. Time series data brings additional complexity, and hence we have even more models to choose from (or rather, ensemble from). A quick review of the important models is provided here. Most of the models discussed here deal with univariate time series , and we need even more specialized models and methods to incorporate . We will begin with the simplest possible time series model and then move up to the neural network implementations.

Naïve forecasting

Suppose that we have the data , and we need forecasts for the next h time points . The naïve forecast model does not require any modeling exercises or computations, it simply returns the current value as future predictions, and thus . It's that simple. Even for this simple task, we will use the naïve function from the forecast package and ask it to provide the forecast for the next 25 observations with h=25:

>co2_naive <- naive(co2_sub...