Reputation: 181
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!
Upvotes: 3
Views: 312
Reputation: 1089
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:
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.
Upvotes: 0