A Fuzzy Drift Correlation Matrix for Multiple Data Stream Regression

Abstract

How to handle concept drift problem is a big challenge for algorithms designed for the data streams. Currently, techniques related to the concept drift problem focus on single data stream. However, it normally needs to handle multiple relevant data streams in the real-world application. Current concept drift methods can not be directly used in the multistream setting. They can only be limitedly applied on each stream separately, which omits the drift correlation between streams. In the multi-stream scenario, when drift occurs in a stream, other streams may face or have faced a similar drift problem as well. This pattern of simultaneous or delayed occurrence of drift is critical to analyze and predict multiple streams as a whole dynamic system. To fill the gap in the multi-stream scenario, this paper proposes a fuzzy drift variance (FDV) to measure the correlated drift patterns among streams. FDA is able to present how the pattern of drift occurrence for any two streams correlates and how delayed this correlation is. Seven synthetic streams are designed to validate FDA. The experimental results show a good presentation ability of FDA for drift-correlated multiple streams.