Class HDDM_W_Test

  • All Implemented Interfaces:
    Configurable, Serializable, ChangeDetector, MOAObject, OptionHandler

    public class HDDM_W_Test
    extends AbstractChangeDetector

    Online drift detection method based on McDiarmid's bounds. HDDMW-test uses the EWMA statistic as estimator. It receives as input a stream of real values and returns the estimated status of the stream: STABLE, WARNING or DRIFT.

    I. Frias-Blanco, J. del Campo-Avila, G. Ramos-Jimenez, R. Morales-Bueno, A. Ortiz-Diaz, and Y. Caballero-Mota, Online and non-parametric drift detection methods based on Hoeffding's bound, IEEE Transactions on Knowledge and Data Engineering, 2014. DOI 10.1109/TKDE.2014.2345382.

    Parameters:

    • -d : Confidence to the drift
    • -w : Confidence to the warning
    • -m : Controls how much weight is given to more recent data compared to older data. Smaller values mean less weight given to recent data
    • -t : Option to monitor error increments and decrements (two-sided) or only increments (one-sided)
    Author:
    Isvani Frias-Blanco (ifriasb@udg.co.cu)
    See Also:
    Serialized Form
    • Field Detail

      • driftConfidenceOption

        public FloatOption driftConfidenceOption
      • warningConfidenceOption

        public FloatOption warningConfidenceOption
      • incrCutPoint

        protected double incrCutPoint
      • decrCutPoint

        protected double decrCutPoint
      • lambda

        protected double lambda
      • warningConfidence

        protected double warningConfidence
      • driftConfidence

        protected double driftConfidence
      • oneSidedTest

        protected boolean oneSidedTest
      • width

        protected int width
    • Constructor Detail

      • HDDM_W_Test

        public HDDM_W_Test()
    • Method Detail

      • input

        public void input​(boolean prediction)
      • input

        public void input​(double value)
        Description copied from class: AbstractChangeDetector
        Adding a numeric value to the change detector

        The output of the change detector is modified after the insertion of a new item inside.
        Specified by:
        input in interface ChangeDetector
        Specified by:
        input in class AbstractChangeDetector
        Parameters:
        value - the number to insert into the change detector
      • monitorMeanIncr

        protected boolean monitorMeanIncr​(double valor,
                                          double confidence)
      • monitorMeanDecr

        protected boolean monitorMeanDecr​(double valor,
                                          double confidence)
      • prepareForUseImpl

        protected void prepareForUseImpl​(TaskMonitor monitor,
                                         ObjectRepository repository)
        Description copied from class: AbstractOptionHandler
        This method describes the implementation of how to prepare this object for use. All classes that extends this class have to implement prepareForUseImpl and not prepareForUse since prepareForUse calls prepareForUseImpl.
        Specified by:
        prepareForUseImpl in class AbstractOptionHandler
        Parameters:
        monitor - the TaskMonitor to use
        repository - the ObjectRepository to use