DSO_Window

0th

Percentile

Sliding Window (Data Stream Operator)

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.
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.

Value

An object of class DSO_Window (subclass of DSO.

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).

See Also

DSO

Aliases
  • DSO_Window
Examples
stream <- DSD_Gaussians(k=3, d=2, noise=0.05)

window <- DSO_Window(horizon=100)
window

update(window, stream, 200)
window

# plot points in window
plot(get_points(window))
Documentation reproduced from package stream, version 1.2-3, License: GPL-3

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