Supervised data stream mining has become an important and challenging data mining task in modern
organizations. The key challenges are threefold: (1) a possibly infinite number of streaming examples
and time-critical analysis constraints; (2) concept drift; and (3) skewed data distributions.
To address these three challenges, this thesis proposes the novel dynamic data mining (DDM)
methodology by effectively applying supervised ensemble models to data stream mining. DDM can be
loosely defined as categorization-organization-selection of supervised ensemble models. It is inspired
by the idea that although the underlying concepts in a data stream are time-varying, their distinctions
can be identified. Therefore, the models trained on the distinct concepts can be dynamically selected in
order to classify incoming examples of similar concepts.
First, following the general paradigm of DDM, we examine the different concept-drifting stream
mining scenarios and propose corresponding effective and efficient data mining algorithms.
• To address concept drift caused merely by changes of variable distributions, which we term
pseudo concept drift, base models built on categorized streaming data are organized and
selected in line with their corresponding variable distribution characteristics.
• To address concept drift caused by changes of variable and class joint distributions, which we
term true concept drift, an effective data categorization scheme is introduced. A group of
working models is dynamically organized and selected for reacting to the drifting concept.
Secondly, we introduce an integration stream mining framework, enabling the paradigm advocated by
DDM to be widely applicable for other stream mining problems. Therefore, we are able to introduce
easily six effective algorithms for mining data streams with skewed class distributions.
In addition, we also introduce a new ensemble model approach for batch learning, following the same
methodology. Both theoretical and empirical studies demonstrate its effectiveness.
Future work would be targeted at improving the effectiveness and efficiency of the proposed
algorithms. Meantime, we would explore the possibilities of using the integration framework to solve
other open stream mining research problems
