Fuzzy time windowing for gradual concept drift adaptation

The aim of machine learning is to find hidden insights into historical data, and then apply them to forecast the future data or trends. Machine learning algorithms optimize learning models for lowest error rate based on the assumption that the historical data and the data to be predicted conform to the same knowledge pattern (data distribution). However, if the historical data is not enough, or the knowledge pattern keeps changing (data uncertainty), this assumption will become invalid. In data stream mining, this phenomenon of knowledge pattern changing is called concept drift. To address this issue, we propose a novel fuzzy windowing concept drift adaptation (FW-DA) method. Compared to conventional windowing-based drift adaptation algorithms, FW-DA achieves higher accuracy by allowing the sliding windows to keep an overlapping period so that the data instances belonging to different concepts can be determined more precisely. In addition, FW-DA statistically guarantees that the upcoming data conforms to the inferred knowledge pattern with a certain confidence level. To evaluate FW-DA, four experiments were conducted using both synthetic and real-world data sets. The experiment results show that FW-DA outperforms the other windowing-based methods including state-of-the-art drift adaptation methods.