High Utility Drift Detection in Quantitative Data Streams
Journal article, Peer reviewed
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Original versionKnowledge-Based Systems. 2018, 157 34-51. 10.1016/j.knosys.2018.05.014
This paper presents an efficient algorithm for detecting changes (drifts) in the utility distributions of patterns, named High Utility Drift Detection in Transactional Data Stream (HUDD-TDS). The algorithm is specifically suitable for quantitative data streams, where each item has a unit profit, and non-binary purchase quantities are allowed. We propose a method that enables the HUDD-TDS algorithm to be used in an online setting to detect drifts. An important property of HUDD-TDS is that it can quickly adapt to changes in streams, while considering older transactions to be less important than new ones. Furthermore, the proposed method applies statistical testing based on Hoeffding bound with Bonferroni correction in order to ensure that only significant changes are reported to the user. This test allows identifying a change (drift) if the difference between current and the previous time window is significant in terms of utility distribution. In this work, we focus on both local and global utility drifts. A local utility drift is a drift in the utility distribution of a single pattern, whereas a global utility drift is a change in the utilities of all high utility itemsets. In order to be able to compute the similarity of different high utility itemsets to detect drifts, we propose a new distance measure function. The results of our experiments on both real world and synthetic datasets show the feasibility and efficiency of the proposed HUDD-TDS algorithm.