EWMA Based Two-Stage Dataset Shift-Detection in Non-stationary Environments

Abstract : Dataset shift is a major challenge in the non-stationary environments wherein the input data distribution may change over time. In a time-series data, detecting the dataset shift point, where the distribution changes its properties is of utmost interest. Dataset shift exists in a broad range of real-world systems. In such systems, there is a need for continuous monitoring of the process behavior and tracking the state of the shift so as to decide about initiating adaptive corrections in a timely manner. This paper presents a novel method to detect the shift-point based on a two-stage structure involving Exponentially Weighted Moving Average (EWMA) chart and Kolmogorov-Smirnov test, which substantially reduces type-I error rate. The algorithm is suitable to be run in real-time. Its performance is evaluated through experiments using synthetic and real-world datasets. Results show effectiveness of the proposed approach in terms of decreased type-I error and tolerable increase in detection time delay.
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Communication dans un congrès
Harris Papadopoulos; Andreas S. Andreou; Lazaros Iliadis; Ilias Maglogiannis. 9th Artificial Intelligence Applications and Innovations (AIAI), Sep 2013, Paphos, Greece. Springer, IFIP Advances in Information and Communication Technology, AICT-412, pp.625-635, 2013, Artificial Intelligence Applications and Innovations. 〈10.1007/978-3-642-41142-7_63〉
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Haider Raza, Girijesh Prasad, Yuhua Li. EWMA Based Two-Stage Dataset Shift-Detection in Non-stationary Environments. Harris Papadopoulos; Andreas S. Andreou; Lazaros Iliadis; Ilias Maglogiannis. 9th Artificial Intelligence Applications and Innovations (AIAI), Sep 2013, Paphos, Greece. Springer, IFIP Advances in Information and Communication Technology, AICT-412, pp.625-635, 2013, Artificial Intelligence Applications and Innovations. 〈10.1007/978-3-642-41142-7_63〉. 〈hal-01459655〉

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