Future Work

we concluded that concept drifts existing in the TAIEX Futures data would not be gradual or incremental ones. In order to identify reoccurring concept drifts, we proposed a method based on the evolving ensemble method and used it to observe the relative weights of sub-classifiers.

From the experimental results, we found that concept drift occurs frequently and reoccurring concept drift exists. Furthermore, our method achieves higher accuracy than AUE does for the TAIEX Futures data. Our method has another advantage -- it can adaptively adjust chunk size.

It is appropriate to be applied to streaming data that is collected from a dynamic environment.

7.2 Future Work

There are many possible directions to extend the work presented in this thesis. First, we use only transaction records for classification. However, more data sources may help us find better results. Hence, we can combine data from multiple sources to extend the base of data samples. Furthermore, feature selection will become more important when multiple data sources are considered. Additionally, how to retrieve association of different attributes of various data sources is a practical problem. Of course we can alternatively model the problem as a multi-class classification problem or a regression problem. Nevertheless, there still is an issue on which we can concentrate -- how to explain the associations between the time points of concept drift observed from experimental results and the trend of the stock in the real world, including investigation of reoccurring concept drift. It also includes exploration of ways to incorporate our methods into the creation of adaptive ensembles. For profit, cost-sensitive strategy is worthy to be concerned. However, the cost should be defined in the data. Domain experts perhaps interest in the rules of models, and observing rule sets in various times and giving a comparison for directing to concept drift may help domain experts to understand problems and to make decision.

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For dealing with reoccurring concept drift, we designed ADE algorithm. It classifies by weighted majority vote. However, select the result of the most appropriate sub-classifier which reflects the current concept perhaps is better way to classifying. The simple way to select is choosing the sub-classifier which has highest weight. However, there maybe is much better way to select the sub-classifier. Moreover, we found ADE generated a few similar sub-classifiers. Similar sub-classifiers will reduce advance of dealing with reoccurring concept drift because the number of active sub-classifier is limited. Hence, combine or avoid to generating similar sub-classifiers is helpful.

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