Package elki.timeseries

Class SigniTrendChangeDetection

java.lang.Object

elki.timeseries.SigniTrendChangeDetection

All Implemented Interfaces:

Algorithm

@Title("Signi-Trend: scalable detection of emerging topics in textual streams by hashed significance thresholds")
@Reference(authors="Erich Schubert, Michael Weiler, Hans-Peter Kriegel",
           title="Signi-Trend: scalable detection of emerging topics in textual streams by hashed significance thresholds",
           booktitle="Proc. 20th ACM SIGKDD international conference on Knowledge discovery and data mining",
           url="https://doi.org/10.1145/2623330.2623740",
           bibkey="DBLP:conf/kdd/SchubertWK14")
@Priority(200)
public class SigniTrendChangeDetection
extends java.lang.Object
implements Algorithm

Signi-Trend detection algorithm applies to a single time-series.

This is not a complete implementation of the method, but a modified (two-sided) version of the significance score use in Signi-Trend for change detection. The hashing and scalability parts of Signi-Trend are not applicable here.

This implementation currently does not use timestamps, and thus only works for fixed-interval measurements. It could be extended to allow dynamic data windows by adjusting the alpha parameter based on time deltas.

Reference:

Erich Schubert, Michael Weiler, Hans-Peter Kriegel
Signi-Trend: scalable detection of emerging topics in textual streams by hashed significance thresholds
Proc. 20th ACM SIGKDD international conference on Knowledge discovery and data mining

TODO: add support for dynamic time, and optimize for sparse vectors.

Since:

0.7.5

Author:

Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
protected class	SigniTrendChangeDetection.Instance	Instance for one data set.
static class	SigniTrendChangeDetection.Par	Parameterization class.

Nested classes/interfaces inherited from interface elki.Algorithm

Algorithm.Utils

Field Summary

Fields

Modifier and Type	Field	Description
private double	alpha	Exponential aging parameter.
private double	bias	Bias for small values.
private double	minsigma	Minimum sigma to report.

Constructor Summary

Constructors

Constructor	Description
SigniTrendChangeDetection(double halflife, double bias, double minsigma)	Constructor

Method Summary

Modifier and Type	Method	Description
TypeInformation[]	getInputTypeRestriction()	Get the input type restriction used for negotiating the data query.
ChangePoints	run(Relation<NumberVector> relation)	Executes Signi-Trend for given relation

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface elki.Algorithm

autorun

Field Detail

alpha

private double alpha

Exponential aging parameter.

bias

private double bias

Bias for small values.

minsigma

private double minsigma

Minimum sigma to report.

Constructor Detail

SigniTrendChangeDetection

public SigniTrendChangeDetection(double halflife,
                                 double bias,
                                 double minsigma)

Constructor

Parameters:

halflife - half-life for learning rate alpha

bias - beta term

minsigma - threshold for detecting a trend

Method Detail

getInputTypeRestriction

public TypeInformation[] getInputTypeRestriction()

Description copied from interface: Algorithm

Get the input type restriction used for negotiating the data query.

Specified by:

getInputTypeRestriction in interface Algorithm

Returns:

Type restriction

run

public ChangePoints run(Relation<NumberVector> relation)

Executes Signi-Trend for given relation

Parameters:

relation - relation to process

Returns:

list with all the detected trends for every time series