Learning Data Streams With Changing Distributions and Temporal Dependency

In a data stream, concept drift refers to unpredictable distribution changes over time, which violates the identical-distribution assumption required by conventional machine learning methods. Current concept drift adaptation techniques mostly focus on a data stream with changing distributions. However, since each variable of a data stream is a time series, these variables normally have temporal dependency problems in the real world. How to solve concept drift and temporal dependency problems at the same time is rarely discussed in the concept-drift literature. To solve this situation, this article proves and validates that the testing error decreases faster if a predictor is trained on a temporally reconstructed space when drift occurs. Based on this theory, a novel drift adaptation regression (DAR) framework is designed to predict the label variable for data streams with concept drift and temporal dependency. A new statistic called local drift degree (LDD+) is proposed and used as a drift adaptation technique in the DAR framework to discard outdated instances in a timely way, thereby guaranteeing that the most relevant instances will be selected during the training process. The performance of DAR is demonstrated by a set of experimental evaluations on both synthetic data and real-world data streams.