Waikato / moa

MOA is an open source framework for Big Data stream mining. It includes a collection of machine learning algorithms (classification, regression, clustering, outlier detection, concept drift detection and recommender systems) and tools for evaluation.
http://moa.cms.waikato.ac.nz/
GNU General Public License v3.0
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Correct the calculation of Page-Hinckley Test #223

Closed michaelchiucw closed 3 years ago

michaelchiucw commented 3 years ago

Correct the calculation of Page-Hinckley Test according to the description from the survey paper by Gama et al. (Page 15) [1]. The original PageHinckleyDM.java is not entirely follow the description but following the description of CUSUM.

[1] João Gama, Indrė Žliobaitė, Albert Bifet, Mykola Pechenizkiy, and Abdelhamid Bouchachia. 2014. A survey on concept drift adaptation. ACM Comput. Surv. 46, 4, Article 44 (April 2014), 37 pages. DOI:https://doi.org/10.1145/2523813