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Reliability estimation of regressional predictions on data streams

Boštjan Hren (2016) Reliability estimation of regressional predictions on data streams. EngD thesis.

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    With today's technology it is easy to collect data continuously. Still, how to extract knowledge from potentially infinite data streams remains an open problem. Because of specific constraints, stream processing methods have to be well designed, space-efficient, computationally simple and fast. Typically, data analysis is done on a fixed history of the data stream defined by a sliding window. We usually define the quality of predictions by their average accuracy. However, when dealing with real-time data it can be also important to know the reliability of the models’ output values. In this thesis we deal with online reliability estimation of individual predictions on data streams. We consider different interval reliability estimators based on maximum likelihood, bootstrap and local neighborhood approach for working on continuous dynamic data. We implement these methods on different regression models and test them on several real and artificial regression problems with various sizes of the sliding window. Performance of the interval estimates are evaluated using the estimates of prediction interval coverage probability, the relative mean prediction interval and the combined statistic. We compare the execution times of learning algorithms with and without the reliability estimates as well as their prediction accuracy when given the same time constraint. We also analyze results visually.

    Item Type: Thesis (EngD thesis)
    Keywords: machine learning, reliability estimation, prediction intervals, data stream, regression, predicting
    Number of Pages: 46
    Language of Content: Slovenian
    Mentor / Comentors:
    Name and SurnameIDFunction
    prof. dr. Igor Kononenko237Mentor
    Link to COBISS: http://www.cobiss.si/scripts/cobiss?command=search&base=51012&select=(ID=1537070275)
    Institution: University of Ljubljana
    Department: Faculty of Computer and Information Science
    Item ID: 3430
    Date Deposited: 18 Aug 2016 15:12
    Last Modified: 29 Aug 2016 16:08
    URI: http://eprints.fri.uni-lj.si/id/eprint/3430

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