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

Xiangliang Zhang, Wei Wang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations


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. © 2010 Springer-Verlag.
Original languageEnglish (US)
Title of host publicationAdvanced Data Mining and Applications
PublisherSpringer Nature
Number of pages12
ISBN (Print)3642173152; 9783642173158
StatePublished - 2010

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01

ASJC Scopus subject areas

  • Theoretical Computer Science
  • General Computer Science


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