R/DSC_Window.R

In stream: Infrastructure for Data Stream Mining

#######################################################################
# stream -  Infrastructure for Data Stream Mining
# Copyright (C) 2013 Michael Hahsler, Matthew Bolanos, John Forrest
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License along
# with this program; if not, write to the Free Software Foundation, Inc.,
# 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.


#' A sliding window from a Data Stream
#'
#' Interface for DSO_Window. Represents the points in the sliding window as
#' micro-clusters.
#'
#' If `lambda` is greater than 0 then the weight uses a damped window
#' model (Zhu and Shasha, 2002).  The weight for points in the window follows
#' \eqn{2^{-lambda*t}} where \eqn{t} is the age of the point.
#'
#' @family DSC_Micro
#'
#' @param horizon the window length.
#' @param lambda decay factor damped window model. `lambda = 0` means no
#'   dampening.
#' @return An object of class `DSC_Window` (subclass of [DSC],
#'   [DSC_R], [DSC_Micro]).
#' @author Michael Hahsler
#' @references
#' Zhu, Y. and Shasha, D. (2002). StatStream: Statistical
#' Monitoring of Thousands of Data Streams in Real Time, _International
#' Conference of Very Large Data Bases (VLDB'02)._
#' @examples
#' stream <- DSD_Gaussians(k = 3, d = 2, noise = 0.05)
#'
#' window <- DSC_Window(horizon = 100)
#' window
#'
#' update(window, stream, 200)
#' window
#'
#' # plot micro-clusters
#' plot(window, stream)
#'
#' # animation for a window using a damped window model. The weight decays
#' # with a half-life of 25
#' \dontrun{
#' window <- DSC_Window(horizon = 25, lambda = 1 / 25)
#' animate_cluster(window, stream, horizon = 1, n = 100, xlim = c(0, 1), ylim = c(0, 1))
#' }
#'
#' @export
DSC_Window <- function(horizon = 100, lambda = 0)
  structure(
    list(
      description = if (lambda > 0)
        "Damped sliding window"
      else
        "Sliding window",
      RObj = WindowDSC$new(horizon = as.integer(horizon), lambda = lambda)
    ),
    class = c("DSC_Window", "DSC_Micro", "DSC_R", "DSC")
  )

### DSC interface to WindowDSAggregate
WindowDSC <- setRefClass(
  "WindowDSC",
  fields = list(colnames = "ANY"),
  contains = "WindowDSAggregate",
  methods = list(
    cluster = function(x, ...)
      update(x, ...),
    get_microclusters = function(...)
      get_points(infor = FALSE, ...),
    get_microweights = function(...)
      get_weights(...)
  )
)