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Machine Learning for Time-Series with Python

You're reading from  Machine Learning for Time-Series with Python

Product type Book
Published in Oct 2021
Publisher Packt
ISBN-13 9781801819626
Pages 370 pages
Edition 1st Edition
Languages
Author (1):
Ben Auffarth Ben Auffarth
Profile icon Ben Auffarth

Table of Contents (15) Chapters

Preface 1. Introduction to Time-Series with Python 2. Time-Series Analysis with Python 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

Drift

A major determinant of data quality is drift. Drift (also: dataset shift) means that the patterns in data change over time. Drift is important because the performance of a machine learning model can be adversely affected by changes to the dataset.

Drift transitions can occur abruptly, incrementally, gradually, or be recurring. This is illustrated here:

../Conceptdrift4%20-%20page%201.png

Figure 8.4: Four types of concept drift transitions

When the transition is abrupt, it happens from one time step to another without apparent preparation or warning. In contrast, it can also be incremental in the sense that there's first a little shift, then a bigger shift, then a bigger shift again.

When a transition happens gradually, it can look like a back and forth between different forces until a new baseline is established. Yet another type of transition is recurring or cyclical when there's a regular or recurring shift between different baselines.

There are different kinds of drift:

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