Models and issues in data stream systems
Proceedings of the twenty-first ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Fast online estimation of the joint probability distribution
PAKDD'08 Proceedings of the 12th Pacific-Asia conference on Advances in knowledge discovery and data mining
Online wavelet-based density estimation for non-stationary streaming data
Computational Statistics & Data Analysis
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Density estimation is a building block of many data analysis techniques. A recently examined approach based on wavelets promises to be superior to traditional density estimation techniques. For possibly infinite data streams, however, this approach is not feasible due to the limited resources, e.g. memory. In this paper, we propose a new technique for computing wavelet density estimators over data streams that only requires a fixed amount of memory. Our estimators are updated in an online manner such that a continuous analysis of data streams is supported during runtime.