scholarly journals Streaming changepoint detection for transition matrices

Author(s):  
Joshua Plasse ◽  
Henrique Hoeltgebaum ◽  
Niall M. Adams

AbstractSequentially detecting multiple changepoints in a data stream is a challenging task. Difficulties relate to both computational and statistical aspects, and in the latter, specifying control parameters is a particular problem. Choosing control parameters typically relies on unrealistic assumptions, such as the distributions generating the data, and their parameters, being known. This is implausible in the streaming paradigm, where several changepoints will exist. Further, current literature is mostly concerned with streams of continuous-valued observations, and focuses on detecting a single changepoint. There is a dearth of literature dedicated to detecting multiple changepoints in transition matrices, which arise from a sequence of discrete states. This paper makes the following contributions: a complete framework is developed for adaptively and sequentially estimating a Markov transition matrix in the streaming data setting. A change detection method is then developed, using a novel moment matching technique, which can effectively monitor for multiple changepoints in a transition matrix. This adaptive detection and estimation procedure for transition matrices, referred to as ADEPT-M, is compared to several change detectors on synthetic data streams, and is implemented on two real-world data streams – one consisting of over nine million HTTP web requests, and the other being a well-studied electricity market data set.

Author(s):  
Drew Levin ◽  
Patrick Finley

ObjectiveTo develop a spatially accurate biosurveillance synthetic datagenerator for the testing, evaluation, and comparison of new outbreakdetection techniques.IntroductionDevelopment of new methods for the rapid detection of emergingdisease outbreaks is a research priority in the field of biosurveillance.Because real-world data are often proprietary in nature, scientists mustutilize synthetic data generation methods to evaluate new detectionmethodologies. Colizza et. al. have shown that epidemic spread isdependent on the airline transportation network [1], yet current datagenerators do not operate over network structures.Here we present a new spatial data generator that models thespread of contagion across a network of cities connected by airlineroutes. The generator is developed in the R programming languageand produces data compatible with the popular `surveillance’ softwarepackage.MethodsColizza et. al. demonstrate the power-law relationships betweencity population, air traffic, and degree distribution [1]. We generate atransportation network as a Chung-Lu random graph [2] that preservesthese scale-free relationships (Figure 1).First, given a power-law exponent and a desired number of cities,a probability mass function (PMF) is generated that mirrors theexpected degree distribution for the given power-law relationship.Values are then sampled from this PMF to generate an expecteddegree (number of connected cities) for each city in the network.Edges (airline connections) are added to the network probabilisticallyas described in [2]. Unconnected graph components are each joinedto the largest component using linear preferential attachment. Finally,city sizes are calculated based on an observed three-quarter power-law scaling relationship with the sampled degree distribution.Each city is represented as a customizable stochastic compartmentalSIR model. Transportation between cities is modeled similar to [2].An infection is initialized in a single random city and infection countsare recorded in each city for a fixed period of time. A consistentfraction of the modeled infection cases are recorded as daily clinicvisits. These counts are then added onto statically generated baselinedata for each city to produce a full synthetic data set. Alternatively,data sets can be generated using real-world networks, such as the onemaintained by the International Air Transport Association.ResultsDynamics such as the number of cities, degree distribution power-law exponent, traffic flow, and disease kinetics can be customized.In the presented example (Figure 2) the outbreak spreads over a 20city transportation network. Infection spreads rapidly once the morepopulated hub cities are infected. Cities that are multiple flights awayfrom the initially infected city are infected late in the process. Thegenerator is capable of creating data sets of arbitrary size, length, andconnectivity to better mirror a diverse set of observed network types.ConclusionsNew computational methods for outbreak detection andsurveillance must be compared to established approaches. Outbreakmitigation strategies require a realistic model of human transportationbehavior to best evaluate impact. These actions require test data thataccurately reflect the complexity of the real-world data they wouldbe applied to. The outbreak data generated here represents thecomplexity of modern transportation networks and are made to beeasily integrated with established software packages to allow for rapidtesting and deployment.Randomly generated scale-free transportation network with a power-lawdegree exponent ofλ=1.8. City and link sizes are scaled to reflect their weight.An example of observed daily outbreak-related clinic visits across a randomlygenerated network of 20 cities. Each city is colored by the number of flightsrequired to reach the city from the initial infection location. These generatedcounts are then added onto baseline data to create a synthetic data set forexperimentation.KeywordsSimulation; Network; Spatial; Synthetic; Data


Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 683
Author(s):  
Albert Podusenko ◽  
Wouter M. Kouw ◽  
Bert de Vries

Time-varying autoregressive (TVAR) models are widely used for modeling of non-stationary signals. Unfortunately, online joint adaptation of both states and parameters in these models remains a challenge. In this paper, we represent the TVAR model by a factor graph and solve the inference problem by automated message passing-based inference for states and parameters. We derive structured variational update rules for a composite “AR node” with probabilistic observations that can be used as a plug-in module in hierarchical models, for example, to model the time-varying behavior of the hyper-parameters of a time-varying AR model. Our method includes tracking of variational free energy (FE) as a Bayesian measure of TVAR model performance. The proposed methods are verified on a synthetic data set and validated on real-world data from temperature modeling and speech enhancement tasks.


2020 ◽  
Vol 7 (1) ◽  
Author(s):  
K. Namitha ◽  
G. Santhosh Kumar

Abstract In the case of real-world data streams, the underlying data distribution will not be static; it is subject to variation over time, which is known as the primary reason for concept drift. Concept drift poses severe problems to the accuracy of a model in online learning scenarios. The recurring concept is a particular case of concept drift where the concepts already seen in the past reappear as the stream evolves. This problem is not yet studied in the context of stream clustering. This paper proposes a novel algorithm for identifying the recurring concepts in data stream clustering. During concept recurrence, the most matching model is retrieved from the repository and reused. The algorithm has minimum memory requirements and works online with the stream. Some of the concepts and definitions, already familiar in concept recurrence studies of stream classification have been redefined for clustering. The experiments conducted on real and synthetic data streams reveal that the proposed algorithm has the potential to identify recurring concepts.


We have real-time data everywhere and every day. Most of the data comes from IoT sensors, data from GPS positions, web transactions and social media updates. Real time data is typically generated in a continuous fashion. Such real-time data are called Data streams. Data streams are transient and there is very little time to process each item in the stream. It is a great challenge to do analytics on rapidly flowing high velocity data. Another issue is the percentage of incoming data that is considered for analytics. Higher the percentage greater would be the accuracy. Considering these two issues, the proposed work is intended to find a better solution by gaining insight on real-time streaming data with minimum response time and greater accuracy. This paper combines the two technology giants TensorFlow and Apache Kafka. is used to handle the real-time streaming data since TensorFlow supports analytics support with deep learning algorithms. The Training and Testing is done on Uber connected vehicle public data set RideAustin. The experimental result of RideAustin shows the predicted failure under each type of vehicle parameter. The comparative analysis showed 16% improvement over the traditional Machine Learning algorithm.


2016 ◽  
Vol 28 (12) ◽  
pp. 2687-2725 ◽  
Author(s):  
Ken Takano ◽  
Hideitsu Hino ◽  
Shotaro Akaho ◽  
Noboru Murata

This study considers the common situation in data analysis when there are few observations of the distribution of interest or the target distribution, while abundant observations are available from auxiliary distributions. In this situation, it is natural to compensate for the lack of data from the target distribution by using data sets from these auxiliary distributions—in other words, approximating the target distribution in a subspace spanned by a set of auxiliary distributions. Mixture modeling is one of the simplest ways to integrate information from the target and auxiliary distributions in order to express the target distribution as accurately as possible. There are two typical mixtures in the context of information geometry: the [Formula: see text]- and [Formula: see text]-mixtures. The [Formula: see text]-mixture is applied in a variety of research fields because of the presence of the well-known expectation-maximazation algorithm for parameter estimation, whereas the [Formula: see text]-mixture is rarely used because of its difficulty of estimation, particularly for nonparametric models. The [Formula: see text]-mixture, however, is a well-tempered distribution that satisfies the principle of maximum entropy. To model a target distribution with scarce observations accurately, this letter proposes a novel framework for a nonparametric modeling of the [Formula: see text]-mixture and a geometrically inspired estimation algorithm. As numerical examples of the proposed framework, a transfer learning setup is considered. The experimental results show that this framework works well for three types of synthetic data sets, as well as an EEG real-world data set.


Author(s):  
Mona Mohamed ◽  
Sahar Ghanem ◽  
Magdy Nagi

Privacy-preserving data publishing have been studied widely on static data. However, many recent applications generate data streams that are real-time, unbounded, rapidly changing, and distributed in nature. Recently, few work addressed k-anonymity and l-diversity for data streams. Their model implied that if the stream is distributed, it is collected at a central site for anonymization. In this paper, we propose a novel distributed model where distributed streams are first anonymized by distributed (collecting) sites before merging and releasing. Our approach extends Continuously Anonymizing STreaming data via adaptive cLustEring (CASTLE) [4], a cluster-based approach that provides both k-anonymity and l-diversity for centralized data streams. The main idea is for each site to construct its local clustering model and exchange this local view with other sites to globally construct approximately the same clustering view. The approach is heuristic in a sense that not every update to the local view is sent, instead triggering events are selected for exchanging cluster information. Extensive experiments on a real data set are performed to study the introduced Information Loss (IL) on different settings. First, the impact of the different parameters on IL are quantified. Then k-anonymity and l-diversity are compared in terms of messaging cost and IL. Finally, the effectiveness of the proposed distributed model is studied by comparing the introduced IL to the IL of the centralized model (as a lower bound) and to a distributed model with no communication (as an upper bound). The experimental results show that the main contributing factor to IL is the number of attributes in the quasi-identifier (50%-75%) and the number of sites contributed about 1% and this proves the scalability of the proposed approach. In addition, providing l-diversity is shown to introduce about 25% increase in IL when compared to k-anonymity. Moreover, 35% reduction in IL is achieved by messaging cost (in bytes) of about 0.3% of the data set size


Energies ◽  
2020 ◽  
Vol 13 (4) ◽  
pp. 924 ◽  
Author(s):  
Krzysztof Gajowniczek ◽  
Marcin Bator ◽  
Tomasz Ząbkowski ◽  
Arkadiusz Orłowski ◽  
Chu Kiong Loo

Currently, thanks to the rapid development of wireless sensor networks and network traffic monitoring, the data stream is gradually becoming one of the most popular data generating processes. The data stream is different from traditional static data. Cluster analysis is an important technology for data mining, which is why many researchers pay attention to grouping streaming data. In the literature, there are many data stream clustering techniques, unfortunately, very few of them try to solve the problem of clustering data streams coming from multiple sources. In this article, we present an algorithm with a tree structure for grouping data streams (in the form of a time series) that have similar properties and behaviors. We have evaluated our algorithm over real multivariate data streams generated by smart meter sensors—the Irish Commission for Energy Regulation data set. There were several measures used to analyze the various characteristics of a tree-like clustering structure (computer science perspective) and also measures that are important from a business standpoint. The proposed method was able to cluster the flows of data and has identified the customers with similar behavior during the analyzed period.


2020 ◽  
Vol 34 (06) ◽  
pp. 10153-10161
Author(s):  
Biwei Huang ◽  
Kun Zhang ◽  
Mingming Gong ◽  
Clark Glymour

A number of approaches to causal discovery assume that there are no hidden confounders and are designed to learn a fixed causal model from a single data set. Over the last decade, with closer cooperation across laboratories, we are able to accumulate more variables and data for analysis, while each lab may only measure a subset of them, due to technical constraints or to save time and cost. This raises a question of how to handle causal discovery from multiple data sets with non-identical variable sets, and at the same time, it would be interesting to see how more recorded variables can help to mitigate the confounding problem. In this paper, we propose a principled method to uniquely identify causal relationships over the integrated set of variables from multiple data sets, in linear, non-Gaussian cases. The proposed method also allows distribution shifts across data sets. Theoretically, we show that the causal structure over the integrated set of variables is identifiable under testable conditions. Furthermore, we present two types of approaches to parameter estimation: one is based on maximum likelihood, and the other is likelihood free and leverages generative adversarial nets to improve scalability of the estimation procedure. Experimental results on various synthetic and real-world data sets are presented to demonstrate the efficacy of our methods.


2021 ◽  
Author(s):  
Moritz Heusinger ◽  
Christoph Raab ◽  
Frank-Michael Schleif

AbstractIn recent years social media became an important part of everyday life for many people. A big challenge of social media is, to find posts, that are interesting for the user. Many social networks like Twitter handle this problem with so-called hashtags. A user can label his own Tweet (post) with a hashtag, while other users can search for posts containing a specified hashtag. But what about finding posts which are not labeled by the creator? We provide a way of completing hashtags for unlabeled posts using classification on a novel real-world Twitter data stream. New posts will be created every second, thus this context fits perfectly for non-stationary data analysis. Our goal is to show, how labels (hashtags) of social media posts can be predicted by stream classifiers. In particular, we employ random projection (RP) as a preprocessing step in calculating streaming models. Also, we provide a novel real-world data set for streaming analysis called NSDQ with a comprehensive data description. We show that this dataset is a real challenge for state-of-the-art stream classifiers. While RP has been widely used and evaluated in stationary data analysis scenarios, non-stationary environments are not well analyzed. In this paper, we provide a use case of RP on real-world streaming data, especially on NSDQ dataset. We discuss why RP can be used in this scenario and how it can handle stream-specific situations like concept drift. We also provide experiments with RP on streaming data, using state-of-the-art stream classifiers like adaptive random forest and concept drift detectors. Additionally, we experimentally evaluate an online principal component analysis (PCA) approach in the same fashion as we do for RP. To obtain higher dimensional synthetic streams, we use random Fourier features (RFF) in an online manner which allows us, to increase the number of dimensions of low dimensional streams.


2021 ◽  
Vol 15 (4) ◽  
pp. 1-46
Author(s):  
Kui Yu ◽  
Lin Liu ◽  
Jiuyong Li

In this article, we aim to develop a unified view of causal and non-causal feature selection methods. The unified view will fill in the gap in the research of the relation between the two types of methods. Based on the Bayesian network framework and information theory, we first show that causal and non-causal feature selection methods share the same objective. That is to find the Markov blanket of a class attribute, the theoretically optimal feature set for classification. We then examine the assumptions made by causal and non-causal feature selection methods when searching for the optimal feature set, and unify the assumptions by mapping them to the restrictions on the structure of the Bayesian network model of the studied problem. We further analyze in detail how the structural assumptions lead to the different levels of approximations employed by the methods in their search, which then result in the approximations in the feature sets found by the methods with respect to the optimal feature set. With the unified view, we can interpret the output of non-causal methods from a causal perspective and derive the error bounds of both types of methods. Finally, we present practical understanding of the relation between causal and non-causal methods using extensive experiments with synthetic data and various types of real-world data.


Sign in / Sign up

Export Citation Format

Share Document