Unsupervised Change Detection in Data Streams

The ability to detect changes in the data distribution is an important issue in Data Stream mining. Detecting changes in data distribution allows the adaptation of a previously learned model to accommodate the most recent data and, therefore, improve its prediction capability. This paper proposes a framework for non-supervised automatic change detection in Data Streams called M-DBScan. This framework is composed of a density-based clustering step followed by a novelty detection procedure based on entropy level measures. This work uses two different types of entropy measures, where one considers the spatial distribution of data while the other models temporal relations between observations in the stream. The performance of the method is assessed in a set of experiments comparing M-DBScan with a proximity-based approach. Experimental results provide important insight on how to design change detection mechanisms for streams.