Detecting change in data streams

  • Authors:
  • Daniel Kifer;Shai Ben-David;Johannes Gehrke

  • Affiliations:
  • Department of Computer Science, Cornell University;Department of Computer Science, Cornell University;Department of Computer Science, Cornell University

  • Venue:
  • VLDB '04 Proceedings of the Thirtieth international conference on Very large data bases - Volume 30
  • Year:
  • 2004

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Abstract

Detecting changes in a data stream is an important area of research with many applications. In this paper, we present a novel method for the detection and estimation of change. In addition to providing statistical guarantees on the reliability of detected changes, our method also provides meaningful descriptions and quantification of these changes. Our approach assumes that the points in the stream are independently generated, but otherwise makes no assumptions on the nature of the generating distribution. Thus our techniques work for both continuous and discrete data. In an experimental study we demonstrate the power of our techniques.