Real-time Drift Detection on Time-series Data

• URL: http://arxiv.org/abs/2110.06383v1
• Date: Tue, 12 Oct 2021 22:09:29 GMT
• Title: Real-time Drift Detection on Time-series Data
• Authors: Nandini Ramanan, Rasool Tahmasbi, Marjorie Sayer, Deokwoo Jung, Shalini Hemachandran, Claudionor Nunes Coelho Jr
• Abstract summary: We propose an approach called Unsupervised Temporal Drift Detector or UTDD to account flexibly for seasonal variation. This approach efficiently detects temporal concept drift in time series data in the absence of ground truth.
• Score: 0.6303112417588329
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Practical machine learning applications involving time series data, such as firewall log analysis to proactively detect anomalous behavior, are concerned with real time analysis of streaming data. Consequently, we need to update the ML models as the statistical characteristics of such data may shift frequently with time. One alternative explored in the literature is to retrain models with updated data whenever the models accuracy is observed to degrade. However, these methods rely on near real time availability of ground truth, which is rarely fulfilled. Further, in applications with seasonal data, temporal concept drift is confounded by seasonal variation. In this work, we propose an approach called Unsupervised Temporal Drift Detector or UTDD to flexibly account for seasonal variation, efficiently detect temporal concept drift in time series data in the absence of ground truth, and subsequently adapt our ML models to concept drift for better generalization.

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