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psy-mas avatar psy-mas commented on June 13, 2024 1

Thanks for the detailed explanation. No more questions by now, I am closing this issue.

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ansjin avatar ansjin commented on June 13, 2024

PrecogOnline works in an online fashion, where it takes point by point and do the prediction. The main change between the two is how linear regression is done (do_linear_regression function). PrecogOnline performs the linear regression in an online fashion, therefore it does not require the previous points instead the current point and calculates the fitness of the current point to the previous trend line. Also, one does not require extra training in this algorithm, it keeps updating the training trends.

On the other hand, in Precog for evaluation a window of points is required where the linear regression is calculated. In this, for updating the training trends, one has to perform the training on all the data.

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psy-mas avatar psy-mas commented on June 13, 2024

Thanks for the answer, I got it now.
Would the PrecogOnline perform better in time consumption and F1? It seems the PrecogOnline is less complex and more suitable for online deployment.

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ansjin avatar ansjin commented on June 13, 2024

Yes, PrecogOnline will perform better than Precog in terms of time consumption, and you will also not need historic data.
Whereas PrecogOnline might be same or little less in terms of F1 score as compared to Precog.

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