Self-adaptive change detection in streaming data with non-stationary distribution

  • Authors:
  • Xiangliang Zhang;Wei Wang

  • Affiliations:
  • Mathematical and Computer Sciences and Engineering Division, King Abdullah University of Science and Technology, Saudi Arabia;Interdisciplinary Centre for Security, Reliability and Trust, SnT Centre, University of Luxembourg, Luxembourg

  • Venue:
  • ADMA'10 Proceedings of the 6th international conference on Advanced data mining and applications: Part I
  • Year:
  • 2010

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Abstract

Non-stationary distribution, in which the data distribution evolves over time, is a common issue in many application fields, e.g., intrusion detection and grid computing. Detecting the changes in massive streaming data with a non-stationary distribution helps to alarm the anomalies, to clean the noises, and to report the new patterns. In this paper, we employ a novel approach for detecting changes in streaming data with the purpose of improving the quality of modeling the data streams. Through observing the outliers, this approach of change detection uses a weighted standard deviation to monitor the evolution of the distribution of data streams. A cumulative statistical test, Page-Hinkley, is employed to collect the evidence of changes in distribution. The parameter used for reporting the changes is self-adaptively adjusted according to the distribution of data streams, rather than set by a fixed empirical value. The self-adaptability of the novel approach enhances the effectiveness of modeling data streams by timely catching the changes of distributions. We validated the approach on an online clustering framework with a benchmark KDDcup 1999 intrusion detection data set as well as with a real-world grid data set. The validation results demonstrate its better performance on achieving higher accuracy and lower percentage of outliers comparing to the other change detection approaches.