de.lmu.ifi.dbs.elki.algorithm.timeseries

Class SigniTrendChangeDetection

java.lang.Object

de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm<ChangePoints>

de.lmu.ifi.dbs.elki.algorithm.timeseries.SigniTrendChangeDetection

All Implemented Interfaces:

Algorithm

@Title(value="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(value=200)
public class SigniTrendChangeDetection
extends AbstractAlgorithm<ChangePoints>

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 and Description
protected class	SigniTrendChangeDetection.Instance Instance for one data set.
static class	SigniTrendChangeDetection.Parameterizer Parameterization class.

Field Summary

Fields

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

Fields inherited from class de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm

ALGORITHM_ID

Constructor Summary

Constructors

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

Method Summary

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

Methods inherited from class de.lmu.ifi.dbs.elki.algorithm.AbstractAlgorithm

run

Methods inherited from class java.lang.Object

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

Field Detail

LOG

private static final Logging LOG

Class logger

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

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

getInputTypeRestriction

public TypeInformation[] getInputTypeRestriction()

Description copied from class: AbstractAlgorithm

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

Specified by:

getInputTypeRestriction in interface Algorithm

Specified by:

getInputTypeRestriction in class AbstractAlgorithm<ChangePoints>

Returns:

Type restriction

getLogger

protected Logging getLogger()

Description copied from class: AbstractAlgorithm

Get the (STATIC) logger for this class.

Specified by:

getLogger in class AbstractAlgorithm<ChangePoints>

Returns:

the static logger