TY - GEN
T1 - Optimal Bayesian classification in nonstationary streaming environments
AU - Khan, Jehandad
AU - Bouaynaya, Nidhal
AU - Polikar, Robi
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2014/9/3
Y1 - 2014/9/3
N2 - A novel method of classifying data drawn from a nonstationary distribution with drifting mean and variance is presented. The novelty of the approach is based on splitting the problem of tracking a nonstationary distribution into separate classification and time series state estimation problems. State space models for drift in both the mean and variance are presented, which are then successfully tracked using a Kaiman filter and a particle filter for the linear and non-linear parts respectively. Preliminary results, which show the promising potential of the approach, are also presented, along with concluding remarks for potential uses of the proposed approach.
AB - A novel method of classifying data drawn from a nonstationary distribution with drifting mean and variance is presented. The novelty of the approach is based on splitting the problem of tracking a nonstationary distribution into separate classification and time series state estimation problems. State space models for drift in both the mean and variance are presented, which are then successfully tracked using a Kaiman filter and a particle filter for the linear and non-linear parts respectively. Preliminary results, which show the promising potential of the approach, are also presented, along with concluding remarks for potential uses of the proposed approach.
UR - http://www.scopus.com/inward/record.url?scp=84908472534&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84908472534&partnerID=8YFLogxK
U2 - 10.1109/IJCNN.2014.6889924
DO - 10.1109/IJCNN.2014.6889924
M3 - Conference contribution
AN - SCOPUS:84908472534
T3 - Proceedings of the International Joint Conference on Neural Networks
SP - 609
EP - 616
BT - Proceedings of the International Joint Conference on Neural Networks
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 International Joint Conference on Neural Networks, IJCNN 2014
Y2 - 6 July 2014 through 11 July 2014
ER -