synthetic_stream

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Create a Synthetic Data Stream

This function creates a synthetic data stream with data points in roughly $[0, 1]^p$ by choosing points form k clusters following a sequence through these clusters. Each cluster has a density function following a d-dimensional normal distributions. In the test set outliers are introduced.

Keywords
datagen
Usage
synthetic_stream(k = 10, d = 2, n_subseq = 100, p_transition = 0.5, p_swap = 0, n_train = 5000, n_test = 1000, p_outlier = 0.01, rangeVar = c(0, 0.005))
Arguments
k
number of clusters.
d
dimensionality of data set.
n_subseq
length of subsequence which will be repeat to create the data set.
p_transition
probability that the next position in the subsequence will belong to a different cluster.
p_swap
probability that two data points are swapped. This represents measurement errors (e.g., a data points arrive out of order) or that the data stream does not exactly follow the subsequence.
n_train
size of training set (without outliers).
n_test
size of test set (with outliers).
p_outlier
probability that a data point is replaced by an outlier (a randomly chosen point in $[0,1]^p$).
rangeVar
Used to create the random covariance matrices for the clusters. See genPositiveDefMat() in clusterGeneration for details.
Details

The data generation process creates a data set consisting of k clusters in roughly $[0,1]^d$. The data points for each cluster are be drawn from a multivariate normal distribution given a random mean and a random variance/covariance matrix for each cluster. The temporal aspect is modeled by a fixed subsequence (of length n\_subseq) through the k clusters. In each step in the subsequence we have a transition probability p\_transition that the next data point is in the same cluster or in a randomly chosen other cluster, thus we can create slowly or fast changing data. For the complete sequence, the subsequence is repeated to create n_test/n_train data points. The data set is generated by drawing a data point from the cluster corresponding to each position in the sequence. Outliers are introduced by replacing data points in the data set with probability $p_outlier by randomly chosen data points in $[0,1]^d$. Finally, to introduce imperfection in the temporal sequence (e.g., because the data does not follow exactly a repeating sequence or because observations do not arrive in the correct order), we swap two consecutive observations with probability p_swap.

Value

A list with the following elements:
test
test data.
train
training data.
sequence\_test
sequence of the test data points through the clusters.
sequence\_train
sequence of the training data points through the clusters.
swap\_test
index where points are swapped.
swap\_train
index where points are swapped.
outlier_position
logical vector for outliers in test data.
model
centers and covariance matrices for the clusters.

Aliases
  • synthetic_stream
Examples
## create only test data (with outliers)
ds <- synthetic_stream(n_train=0)

## plot test data
plot(ds$test, pch = ds$sequence_test, col ="gray")
text(ds$model$mu[,1], ds$model$mu[,2], 1:10)

## mark outliers
points(ds$test[ds$outlier_position,], pch=3, lwd=2, col="red")
Documentation reproduced from package rEMM, version 1.0-11, License: GPL-2

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