stream (version 1.5-1)

DSO_Window: Sliding Window (Data Stream Operator)

Description

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)

Value

An object of class DSO_Window (subclass of DSO.

Arguments

horizon

the window length.

lambda

decay factor damped window model. lambda=0 means no dampening.

Author

Michael Hahsler

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).

See Also

DSO

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))