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The basic assumption for using this procedure is the use of sucient
statistics for a run of the algorithm in every period. As indicated above, if
this assumption is not valid, it is necessary to merge two or more periods
to maintain statistically significant outcomes.
3. Experimental Evaluation
3.1. Design of Experiments
In order to evaluate the change detection algorithm, a set of artificially
generated datasets were built based on the following characteristics:
Pre-determined definition and distribution of all variables (candidate
input and target).
Pre-determined set of rules.
Pure random generation of records.
Non-correlated datasets (between periods).
Minimal randomly generated noise.
No missing data.
In all generated datasets, we have introduced and tested a series of
artificially non-correlated changes of various types.
All datasets were mined with the IFN (Information-Fuzzy Network)
program (version 1.2 beta), based on the Information-Theoretic Fuzzy
Approach to Knowledge Discovery in Databases [Maimon and Last (2000)].
This novel method, developed by Mark Last and Oded Maimon was shown
to have better dimensionality reduction capability, interpretability, and sta-
bility than other data mining methods [e.g., see Last et al . (2002)] and was
therefore found suitable for this study.
This chapter uses two sets of experiments to evaluate the performance
of the change detection procedure:
The first set is aimed to estimate the hit rate (also called the “true
positive rate”) of the change detection methodology. Twenty four differ-
ent changes in two different databases were designed under the rules
mentioned above in order to confirm the expected outcomes of the
change detection procedure. Table 2 below summarizes the distribution
of the artificially generated changes in experiments on Database#1 and
Database#2.
All changes were tested independently under the minimum 5% confi-
dence level by the following set of hypothesis. All hypotheses were tested
separately with the purpose of evaluating the relationship of all tests.
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