Prior Probability Estimation in Dynamically Imbalanced Data Streams

Abstract

Despite the fact that real-life data streams may often be characterized by the dynamic changes in the prior class probabilities, there is a scarcity of articles trying to clearly describe and classify this problem as well as suggest new methods dedicated to resolving this issue. The following paper aims to fill this gap by proposing a novel data stream taxonomy defined in the context of prior class probability and by introducing the Dynamic Statistical Concept Analysis (DSCA) - prior probability estimation algorithm. The proposed method was evaluated using computer experiments carried out on 100 synthetically generated data streams with various class imbalance characteristics. The obtained results, supported by statistical analysis, confirmed the usefulness of the proposed solution, especially in the case of discrete dynamically imbalanced data streams (DDIS).