Nonparametric estimation for streaming data

Abstract

Streaming data are a type of high-frequency and nonstationary time series data. The collection of streaming data is sequential and potentially never-ending. Examples of streaming data, including data from sensor networks, mobile devices and the Internet, are prevalent in our daily lives. An estimator for streaming data needs to be computationally efficient so that it is relatively easy to update the estimator using newly arrived data. In addition, the estimator has to be adaptive to the nonstationarity of data. These constraints make streaming data analysis more challenging than analysing the conventional non-streaming data sets. Although streaming data analysis has been discussed in the m..