I am looking for implemented online learning time series algorithms. Does R, Python, MOA or any other tools have these kind of algorithms implemented?
TIA!
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What kind of online learning time series algorithms are you looking for? Pattern matching with given template? Motif discovery? – Nikolas Rieble Jul 05 '16 at 12:34
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It's a little bit late, but in case someone is looking for the answer, I will share what I know:
PYTHON: sklearn clustering algorithms. MiniBatchKMeans and Birch: both algorithm implementations have a partial_fit method allowing you to stream data through them in incremental updates (allowing online learning).
JAVA: MOA framework. There are a lot of well known stream clustering algorithms implemented (CluStream, DenStream, etc ...). You can use it via:
- terminal
- user interface (see clustering demo)
- code (Java API)
See the 'downloads' section in the MOA web, or check directly the source code on Github.
R: streamMOA: a R package that acts as a wrapper for the MOA [Java] classes. See the manual.
onofricamila
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