Book Image

Machine Learning for Time-Series with Python

By : Ben Auffarth
Book Image

Machine Learning for Time-Series with Python

By: Ben Auffarth

Overview of this book

The Python time-series ecosystem is huge and often quite hard to get a good grasp on, especially for time-series since there are so many new libraries and new models. This book aims to deepen your understanding of time series by providing a comprehensive overview of popular Python time-series packages and help you build better predictive systems. Machine Learning for Time-Series with Python starts by re-introducing the basics of time series and then builds your understanding of traditional autoregressive models as well as modern non-parametric models. By observing practical examples and the theory behind them, you will become confident with loading time-series datasets from any source, deep learning models like recurrent neural networks and causal convolutional network models, and gradient boosting with feature engineering. This book will also guide you in matching the right model to the right problem by explaining the theory behind several useful models. You’ll also have a look at real-world case studies covering weather, traffic, biking, and stock market data. By the end of this book, you should feel at home with effectively analyzing and applying machine learning methods to time-series.
Table of Contents (15 chapters)
13
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14
Index

Online Learning for Time-Series

In this chapter, we are going to dive into online learning and streaming data for time-series. Online learning means that we continually update our model as new data is coming in. The advantage of online learning algorithms is that they can handle the high speed and possibly large size of streaming data and are able to adapt to new distributions of the data.

We will discuss drift, which is important because the performance of a machine learning model can be strongly affected by changes to the dataset to the point that a model will become obsolete (stale).

We are going to discuss what online learning is, how data can change (drift), and how adaptive learning algorithms combine drift detection methods to adjust to this change in order to avoid the degradation of performance or costly retraining.

We're going to cover the following topics:

  • Online learning for time-series
    • Online algorithms
    ...