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Sampling Data in Stream Lecture

The document discusses techniques for efficiently sampling representative data from continuous and high-velocity data streams. It covers various sampling methods, including random, reservoir, stratified, and sliding window sampling, along with their applications in fields like network monitoring and financial fraud detection. The importance of accuracy evaluation through statistical metrics is also emphasized to ensure reliable insights from sampled data.

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bol2dilip
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10 views12 pages

Sampling Data in Stream Lecture

The document discusses techniques for efficiently sampling representative data from continuous and high-velocity data streams. It covers various sampling methods, including random, reservoir, stratified, and sliding window sampling, along with their applications in fields like network monitoring and financial fraud detection. The importance of accuracy evaluation through statistical metrics is also emphasized to ensure reliable insights from sampled data.

Uploaded by

bol2dilip
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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SAMPLING DATA

IN A STREAM

Techniques for selecting representative streaming data efficiently


INTRODUCTION TO
STREAM SAMPLING
UNDERSTANDING DATA STREAMS
AND SAMPLING NEEDS

Characteristics of Data Streams


Data streams are continuous, unbounded, and arrive in real-time with
high velocity.

Challenges in Processing Streams


High velocity and infinite size create memory and computational
challenges for processing.

Role of Sampling Technique


Sampling selects representative subsets to reduce load and enable
efficient analysis.

Applications of Sampling
Used in network monitoring, social media analytics, and financial
transaction analysis.
SAMPLING
TECHNIQUES
RANDOM AND RESERVOIR
SAMPLING
Random Sampling Basics
Each item in the data stream has an equal chance to be selected
randomly.

Limitations of Random Sampling


Simple random sampling might miss rare but important events within
the data.

Reservoir Sampling Algorithm


Maintains a fixed-size sample from unknown length streams using
probability k/i.

Reservoir Sampling Benefits


Efficiently samples uniformly from large or unknown data streams with
limited memory.
ADVANCED SAMPLING
STRATEGIES
Stratified Sampling
Divides data into categories and samples proportionally to ensure diverse
segment representation.

Sliding Window Sampling


Maintains recent n items in sample to detect trends and concept drift
effectively.

Time-Based Sampling
Selects data items at fixed intervals, suitable for periodic data monitoring.

Priority and Weighted Sampling


Assigns importance scores to increase selection chances of rare or
significant events.
ACCURACY AND
ESTIMATION
EVALUATING SAMPLING
ACCURACY
Unbiased Estimator
An unbiased estimator matches sample expected value with the true
population value.

Variance Significance
Variance measures spread of estimates; lower variance equals more
reliable results.

Reducing Variance
Averaging multiple independent samples reduces variance and improves
accuracy.

Confidence Intervals
Confidence intervals provide range where true value likely falls, showing
uncertainty.
APPLICATIONS OF
STREAM SAMPLING
REAL-WORLD USE CASES
Network Traffic Monitoring
Sampling detects anomalies and optimizes routing without processing all
packets.

Social Media Analysis


Sampling identifies trending topics and user behavior efficiently.

IoT Sensor Management


Sampling manages sensor data for timely responses and resource
conservation.

Financial Fraud Detection


Sampling monitors transactions for fraud and regulatory compliance.
CONCLUSION
SUMMARY AND KEY TAKEAWAYS
Importance of Sampling
Sampling in data streams helps manage real-time data processing
challenges effectively.

Sampling Techniques
Reservoir, stratified, and sliding window sampling address different
analytical needs.

Accuracy Evaluation
Statistical metrics ensure reliability of insights derived from sampled data.

Practical Applications
Stream sampling is crucial for scalable, responsive data systems across
industries.

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