2
$\begingroup$

I'm working on a project that involves concept drift detection for a time series. Are there any well-known techniques/methods/algorithms that are known to be effective for this sort of problem?

Currently, I was thinking of using a Kalman filter approach.

Improve this question
$\endgroup$

1 Answer 1

Reset to default
1
$\begingroup$

You might find these useful:

  • Learn++.NSE from Prof.Robi Polikar. This is his official page which offers lots of additional information, papers on the topic etc. and it is a great starting point.
  • The GitHub repository of gditzler contains an implementation of incremental learners in MATLAB.

Additionally the Concept Drift wiki page, under sections Projects and Meetings has lots of other materials.hth.

UPDATE
I came across a paper

  • "Incremental Learning of Support Vector Machines" by Classiffier Combining by Wen and Lu.

stating superior performance and efficiency than concept drift methods.

Improve this answer
$\endgroup$
2
  • 1
    $\begingroup$ whenever possible please provide enough information to still be able to access the information in case the link dies (e.g., instead of "this guy", provide the user name) $\endgroup$
    – Antoine
    Commented Mar 29, 2016 at 14:24
  • $\begingroup$ yes, you are right. fixed. $\endgroup$
    – davidski
    Commented Mar 29, 2016 at 15:08

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.