Abstract
In most real-world time series applications, offline modelling and forecasting methods may become ineffective and non-optimal as predictive algorithms trained on past data gets outdated in forecasting future behaviours as data might go through concept drift and evolve and a rapid rate. For the model to be adaptive, detect changes in the data stream and be fast enough to incorporate the changes required in itself before the performance degrades drastically. A lightweight adaptive model is presented in this paper which can get better result and handle concept drift seamlessly.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Rhamassi I, Sayed-Mouchawelt M, Hammitt’ M, Ghedira K (2018) Discussion and review on evolving data streams and concept drift adapting. Evol Syst 9(1):1–23
Mohapatra UM, Majhi B, Satapathy SC (2019) Financial time series prediction using distributed machine learning techniques. Neural Comput Appl 31(8):3369–3384
Xu M, Han M, Chen CP, Qiu T (2018) Recurrent broad learning systems for time series prediction. IEEE Trans Cybern 50(4):1405–1417
Qiu X, Suganthan PN, Amaratunga GA (2018) Ensemble incremental learning random vector functional link network for short-term electric load forecasting. Knowl-Based Syst 145:182–196
corqueira V, Torgo L, Pinto F, Soares C (2019) Arbitrage of forecasting experts. Mach Learn, 108(6), pp 913–944
Du Y, Wang J, Feng W, Pan S, Qin T, Xu R, PrWang D (2021) Adarnn: Adaptive learning and forecasting of time series. In Proceedings of the 30th ACM International Conference on Information L4 Knowledge Management, pp 402–411
Espinosa R, Palma J, Jimenez F, Kaminska J, Sciavicen G, Lucena-Stinehez E (2021) A time series forecasting based multi-criteria methodology for air quality prediction. Appl Soft Comput 113:107850
Lu Y, Park Y, Chen L, Wang Y, De Sa C, Foster D (2021) Variance reduced training with stratified Sampling fur forecasting models. In: international Conference on Machine Learning, pp 7145–7155, MLR
J. Read, “Concept-drifting data streams are time series; the case for continuous adaptation,” arXiv preprint arXiu:1810.02266, 2018.
Munkhdalai L, Munkhdalai T, Park K II, Amarbayasgalan T, Batbaatar E, Park HW, Ryu KH (2019) An end-to-end adaptive input selection with dynamic weights (or forecasting multivariate time series. IEEE. Access, 7, pp 99099–99114
Yang L, Shami A (2021) A lightweight concept drift detection and adaptation framework for iot data streams. IEEE Internet Things Mag, 4(2), pp 96–101
Fekri MN, Patel H, Grolinger K, Sharma V (2021) Deep learning for load forecasting with smart meter data: Online adaptive recurrent neural network. Applied Energy. 282, p 116177
Choi JY, Lee B (2018) Combining LSTM network ensemble via adaptive weighting for improved time series forecasting. Math Probl Eng, 2018
Montiel J, Mitchell R, Frank E, Pfahringer B, Abdessalem T, Bifet A (2020) Adaptive xgboost for evolving data streams. In 2020 International Joint Conference on Neural Networks (IJCNN), pp 1–8, IEEE
Song Y, Lu J, Liu A, Lu H, Zhang G (2021) A segment-based drift adaptation method for data streams. IEEE Trans Neural Netw Learn Syst
Guo Y, Han S, Shen C, Li Y, Yin X, Bai Y (2018) An adaptive svr for high-frequency stock price forecasting. IEEE Access 6:11397–11404
Lughofer E, Pollak R, Zavoianu A-C, Pratama M, Meyer-Heye P, Zorrer H, Eitzinger C, Haim J, Radauer T (2018) Self-adaptive evolving forecast models with incremental pls space updating for on-line prediction of micro-fluidic chip quality. Eng Appl Artif Intell 68:131–151
Sahraei MA, Duman H, Codur MY, Eyduran E (2021) Prediction of transportation energy demand: multivariate adaptive regression splines. Energy 224:120090
Fields T, Hsieh G, Chenou J (2019) Mitigating drift in time series data with noise augmentation. In: 2019 International Conference on Computational Science and Computational Intelligence (CSCI), pp 227–230, IEEE
Xic H, Zhang L, Lim CP (2020) Evolving cnn-lstm models for time series prediction using enhanced grey wolf optimizer. IEEE Access 8:161519–161541
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2023 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
About this paper
Cite this paper
Ghatage, N.B., Patil, P.D. (2023). Evolving Time Series Data Streams: A Review. In: Senjyu, T., So–In, C., Joshi, A. (eds) Smart Trends in Computing and Communications. SMART 2023. Lecture Notes in Networks and Systems, vol 645. Springer, Singapore. https://doi.org/10.1007/978-981-99-0769-4_10
Download citation
DOI: https://doi.org/10.1007/978-981-99-0769-4_10
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-99-0768-7
Online ISBN: 978-981-99-0769-4
eBook Packages: Intelligent Technologies and RoboticsIntelligent Technologies and Robotics (R0)