article

Exponentially weighted moving average charts for detecting concept drift

Authors:

Gordon J. Ross,

Niall M. Adams,

Dimitris K. Tasoulis,

David J. HandAuthors Info & Claims

Pattern Recognition Letters, Volume 33, Issue 2

Pages 191 - 198

https://doi.org/10.1016/j.patrec.2011.08.019

Published: 01 January 2012 Publication History

Abstract

Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose a new method for detecting concept drift which uses an exponentially weighted moving average (EWMA) chart to monitor the misclassification rate of an streaming classifier. Our approach is modular and can hence be run in parallel with any underlying classifier to provide an additional layer of concept drift detection. Moreover our method is computationally efficient with overhead O(1) and works in a fully online manner with no need to store data points in memory. Unlike many existing approaches to concept drift detection, our method allows the rate of false positive detections to be controlled and kept constant over time.

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Cited By

Böther MRobroek TGsteiger VHolzinger RMa XTözün PKlimovic A(2025)Modyn: Data-Centric Machine Learning Pipeline OrchestrationProceedings of the ACM on Management of Data10.1145/37097053:1(1-30)Online publication date: 11-Feb-2025
https://dl.acm.org/doi/10.1145/3709705
Garcia CAbilio RKoerich ABritto ABarddal J(2024)Concept Drift Adaptation in Text Stream Mining Settings: A Systematic ReviewACM Transactions on Intelligent Systems and Technology10.1145/370492216:2(1-67)Online publication date: 21-Nov-2024
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Yu HLi JLu JSong YXie SZhang G(2024)Type-LDD: A Type-Driven Lite Concept Drift Detector for Data StreamsIEEE Transactions on Knowledge and Data Engineering10.1109/TKDE.2023.334460236:12(9476-9489)Online publication date: 1-Dec-2024
https://dl.acm.org/doi/10.1109/TKDE.2023.3344602
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Exponentially weighted moving average charts for detecting concept drift
1. Computing methodologies
  1. Machine learning
    1. Learning paradigms
      1. Supervised learning
    2. Machine learning approaches

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Published In

cover image Pattern Recognition Letters

Pattern Recognition Letters Volume 33, Issue 2

January, 2012

125 pages

ISSN:0167-8655

Issue’s Table of Contents

Copyright © © 2011.

Publisher

Elsevier Science Inc.

United States

Publication History

Published: 01 January 2012

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Cited By

Böther MRobroek TGsteiger VHolzinger RMa XTözün PKlimovic A(2025)Modyn: Data-Centric Machine Learning Pipeline OrchestrationProceedings of the ACM on Management of Data10.1145/37097053:1(1-30)Online publication date: 11-Feb-2025
https://dl.acm.org/doi/10.1145/3709705
Garcia CAbilio RKoerich ABritto ABarddal J(2024)Concept Drift Adaptation in Text Stream Mining Settings: A Systematic ReviewACM Transactions on Intelligent Systems and Technology10.1145/370492216:2(1-67)Online publication date: 21-Nov-2024
https://dl.acm.org/doi/10.1145/3704922
Yu HLi JLu JSong YXie SZhang G(2024)Type-LDD: A Type-Driven Lite Concept Drift Detector for Data StreamsIEEE Transactions on Knowledge and Data Engineering10.1109/TKDE.2023.334460236:12(9476-9489)Online publication date: 1-Dec-2024
https://dl.acm.org/doi/10.1109/TKDE.2023.3344602
Mahdi OAli NPardede EAl-Quraishi T(2024)Online Concept Drift DetectorProcedia Computer Science10.1016/j.procs.2024.05.140237:C(559-567)Online publication date: 24-Jul-2024
https://dl.acm.org/doi/10.1016/j.procs.2024.05.140
Shyaa MIbrahim NZainol ZAbdullah RAnbar MAlzubaidi L(2024)Evolving cybersecurity frontiersEngineering Applications of Artificial Intelligence10.1016/j.engappai.2024.109143137:PAOnline publication date: 1-Nov-2024
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Guo YZheng ZPu JJiao BGong DYang S(2024)Robust online active learning with cluster-based local drift detection for unbalanced imperfect dataApplied Soft Computing10.1016/j.asoc.2024.112051165:COnline publication date: 1-Nov-2024
https://dl.acm.org/doi/10.1016/j.asoc.2024.112051
Vandervorst FVerbeke WVerdonck T(2024)Claims fraud detection with uncertain labelsAdvances in Data Analysis and Classification10.1007/s11634-023-00568-018:1(219-243)Online publication date: 1-Mar-2024
https://dl.acm.org/doi/10.1007/s11634-023-00568-0
Arora SRani RSaxena N(2024)SETL: a transfer learning based dynamic ensemble classifier for concept drift detection in streaming dataCluster Computing10.1007/s10586-023-04149-w27:3(3417-3432)Online publication date: 1-Jun-2024
https://dl.acm.org/doi/10.1007/s10586-023-04149-w
Agrahari SSingh A(2024)Comparison based analysis of window approach for concept drift detection and adaptationApplied Intelligence10.1007/s10489-024-05890-455:1Online publication date: 27-Nov-2024
https://dl.acm.org/doi/10.1007/s10489-024-05890-4
Davalas CMichail DDiou CVarlamis ITserpes K(2024)A rehearsal framework for computational efficiency in online continual learningApplied Intelligence10.1007/s10489-024-05493-z54:8(6383-6399)Online publication date: 1-Apr-2024
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