Adwin
Adwin is an adaptive windowing algorithm. It is from `Learning from time-changing data with adaptive windowing, Bifet, Albert, and Ricard Gavalda; Proceedings of the 2007 SIAM international conference on data mining. Society for Industrial and Applied Mathematics, 2007`.
Install / Use
/learn @monochromegane/AdwinREADME
Adwin and Adwin2 
Adwin is an adaptive windowing algorithm. It is from Learning from time-changing data with adaptive windowing, Bifet, Albert, and Ricard Gavalda; Proceedings of the 2007 SIAM international conference on data mining. Society for Industrial and Applied Mathematics, 2007.
Adwin2 improves time and memory requirements by using Exponential Histograms.
See also:
- https://www.cs.upc.edu/~gavalda/DataStreamSeminar/files/Lecture6.pdf
Usage
Adwin
delta := 0.01
adwin := NewAdwin(delta)
adwin.Conservative(true) // if you wants
// Add stream data
adwin.Add(x)
// Show status
adwin.Size()
adwin.Sum()
adwin.Detected()
Adwin2
delta := 0.01
adwin2 := NewAdwin2(delta)
adwin2.Conservative(true) // if you wants
// Add stream data
adwin2.Add(x)
// Show status
adwin2.Size()
adwin2.Sum()
adwin2.Detected()
Installation
$ go get github.com/monochromegane/adwin
License
Author
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