GeometricMovingAverageConfig

GeometricMovingAverageConfig#

class frouros.detectors.concept_drift.streaming.change_detection.GeometricMovingAverageConfig(alpha: float = 0.99, lambda_: float = 1.0, min_num_instances: int = 30)#

Geometric Moving Average [robertst1959control] configuration.

Parameters:

  • alpha (float) – forgetting factor value, defaults to 0.99

  • lambda (float) – delta value, defaults to 1.0

  • min_num_instances (int) – minimum numbers of instances to start looking for changes, defaults to 30

References:

[robertst1959control]

Roberts, S. W. “Control Chart Tests Based on Geometric Moving Averages.” Technometrics, vol. 1, no. 3, 1959, pp. 239–50. JSTOR, https://doi.org/10.2307/1266443.

property alpha: float#

Forgetting factor property.

Returns:

forgetting factor value

Return type:

float

property lambda_: float#

Threshold property.

Returns:

lambda to use

Return type:

float

property min_num_instances: int#

Minimum number of instances property.

Returns:

minimum number of instances to start looking for changes

Return type:

int

Contents