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DOI: https://doi.org/10.54216/JNFS.110202
Persistent Choquet Fuzzy Evidence for Detecting and Attributing Distribution Drift in Data Streams
Data-stream drift is rarely one-dimensional: a changed stream may move in location, inflate in scale, alter its tail geometry, or differ globally even when no single moment changes decisively. This paper develops a fuzzy monitoring layer for a scalar stream zt ∈ R by comparing adjacent windows At and Bt through four robust evidences dj,t : median displacement, robust log-scale change, interquantile tail-shape change, and normalized one-dimensional transport. Stationary calibration maps each dj,t to a fuzzy grade uj,t ∈ [0,1]. A normalized 2-additive capacity then aggregates the evidence by qt = 4Σ j=1 mjuj,t +Σ j<k mjk min(uj,t ,uk,t ) ∈ [0,1], so pairwise reinforcement is modeled explicitly rather than hidden inside an arithmetic score. Persistence is separated from instantaneous evidence through At = [λAt−1 +qt −δ]+, and an alarm occurs when At ≥ h. The resulting Persistent Choquet Fuzzy Drift Monitor (PCFDM) also admits an exact component decomposition qt = Σj φj,t for drift attribution. A reproducible Monte Carlo study uses 120 independent stationary calibration streams and 220 test replications for each of seven scenarios. At matched stream-wise calibration, PCFDM detects mean, scale, mixed, and gradual drifts in 94.5%, 89.5%, 95.0%, and 92.3% of runs, with median delays 72, 88, 72, and 192 samples. Its transient-shock alarm rate is 40.5%, compared with 49.1% for fuzzy-mean evidence, 76.8% for maximum fuzzy evidence, and 65.9% for transport alone. Heavy-tail drift remains more difficult (48.2% detection), revealing a genuine trade-off between persistent multi-evidence confirmation and sensitivity to isolated shape changes. The contribution is therefore a mathematically decomposable fuzzy evidence mechanism for monitoring and explaining drift, not a claim of universal dominance over specialized change detectors.
Rama Asad Nadweh
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