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Knowledge Discovery from Data Streams
book

Knowledge Discovery from Data Streams

by Joao Gama
May 2010
Intermediate to advanced content levelIntermediate to advanced
255 pages
8h 11m
English
Chapman and Hall/CRC
Content preview from Knowledge Discovery from Data Streams
Change Detection 43
Figure 3.4: The space state transition graph.
For a sufficient large number of examples, the binomial distribution is
closely approximated by a normal distribution with the same mean and vari-
ance. Considering that the probability distribution is unchanged when the
context is static, then the 1 α/2 confidence interval for p with n > 30 ex-
amples is approximately p
i
± z s
i
. The parameter z depends on the desired
confidence level.
Suppose that in the sequence of examples, there is an example j with
correspondent p
j
and s
j
. We define three possible states for the system:
In-Control: while p
j
+ s
j
< p
min
+ β s
min
. The error of the system ...
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Publisher Resources

ISBN: 9781439826126