Implements a sliding window
data stream operator
which keeps a fixed amount (window length) of the
most recent data points of the stream.
Usage
DSO_Window(horizon = 100, lambda=0)
Arguments
horizon
the window length.
lambda
decay factor damped window model. lambda=0 means no
dampening.
Value
An object of class DSO_Window (subclass of
DSO.
Details
If lambda is greater than 0 then the weight
uses a damped window model (Zhu and Shasha, 2002).
The weight for points in
the window follows \(2^{-lambda*t}\) where \(t\) is the age of the point.
References
Zhu, Y. and Shasha, D. (2002). StatStream: Statistical Monitoring of Thousands
of Data Streams in Real Time, Intl. Conference of Very Large Data Bases (VLDB'02).