Continuous outlier monitoring on uncertain data streams

Outlier detection on data streams is an important task in data mining. The challenges become even larger when considering uncertain data. This paper studies the problem of outlier detection on uncertain data streams. We propose Continuous Uncertain Outlier Detection (CUOD), which can quickly determine the nature of the uncertain elements by pruning to improve the efficiency. Furthermore, we propose a pruning approach - Probability Pruning for Continuous Uncertain Outlier Detection (PCUOD) to reduce the detection cost. It is an estimated outlier probability method which can effectively reduce the amount of calculations. The cost of PCUOD incremental algorithm can satisfy the demand of uncertain data streams. Finally, a new method for parameter variable queries to CUOD is proposed, enabling the concurrent execution of different queries. To the best of our knowledge, this paper is the first work to perform outlier detection on uncertain data streams which can handle parameter variable queries simultaneously. Our methods are verified using both real data and synthetic data. The results show that they are able to reduce the required storage and running time.