SOMKE: Kernel density estimation over data streams by sequences of self-organizing maps

Yuan Cao, Haibo He, Hong Man

Research output: Contribution to journalArticlepeer-review

52 Scopus citations

Abstract

In this paper, we propose a novel method SOMKE, for kernel density estimation (KDE) over data streams based on sequences of self-organizing map (SOM). In many stream data mining applications, the traditional KDE methods are infeasible because of the high computational cost, processing time, and memory requirement. To reduce the time and space complexity, we propose a SOM structure in this paper to obtain well-defined data clusters to estimate the underlying probability distributions of incoming data streams. The main idea of this paper is to build a series of SOMs over the data streams via two operations, that is, creating and merging the SOM sequences. The creation phase produces the SOM sequence entries for windows of the data, which obtains clustering information of the incoming data streams. The size of the SOM sequences can be further reduced by combining the consecutive entries in the sequence based on the measure of Kullback-Leibler divergence. Finally, the probability density functions over arbitrary time periods along the data streams can be estimated using such SOM sequences. We compare SOMKE with two other KDE methods for data streams, the M-kernel approach and the cluster kernel approach, in terms of accuracy and processing time for various stationary data streams. Furthermore, we also investigate the use of SOMKE over nonstationary (evolving) data streams, including a synthetic nonstationary data stream, a real-world financial data stream and a group of network traffic data streams. The simulation results illustrate the effectiveness and efficiency of the proposed approach.

Original languageEnglish
Article number6218200
Pages (from-to)1254-1268
Number of pages15
JournalIEEE Transactions on Neural Networks and Learning Systems
Volume23
Issue number8
DOIs
StatePublished - 2012

Keywords

  • Kernel density estimation
  • Kullback-Leibler divergence
  • probability density functions
  • self-organized maps
  • stream data mining

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