Incremental Regression based on a Sliding Window for Stream Data Prediction
Sunghyun Kim, Long Jin, Keun-Ho Ryu · 2007
Time series of conventional prediction techniques uses the model which is generated from the training step. This model is applied to new input data without any change. If this model is applied directly to stream data, the rate of prediction accuracy will be decreased. This paper proposes an stream data prediction technique using sliding window and regression. This technique considers the characteristic of time series which may be changed over time. It is composed of two steps. The first step executes a fractional process for applying input data to the regression model. The second step updates the model by using its information as new data. Additionally, the model is maintained by only recent data in a queue. This approach has the following two advantages. It maintains the minimum information of the model by using a matrix, so space complexity is reduced. Moreover, it prevents the increment of error rate by updating the model over time. Accuracy rate of the proposed method is measured by RME(Relative Mean Error) and RMSE(Root Mean Square Error). The results of stream data prediction experiment are performed by the proposed technique IMQR(Incremental Multiple Quadratic Regression) is more efficient than those of MLR(Multiple Linear Regression) and SVR(Support Vector Regression).