Real-Time Change Point Detection with Application to Smart Home Time Series Data
Open accessAbstract
Change Point Detection (CPD) is the problem of discovering time points at which the behavior of a time series changes abruptly. In this paper, we present a novel real-time nonparametric change point detection algorithm called SEP, which uses Separation distance as a divergence measure to detect change points in high-dimensional time series. Through experiments on artificial and real-world datasets, we demonstrate the usefulness of the proposed method in comparison with existing methods.
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- Authors
- Aminikhanghahi, S., Wang, T., & Cook, D. J.
- Affiliations
- Washington State University (US)
- Venue
- IEEE Transactions on Knowledge and Data Engineering
- Published
- 2019-05-01
- Volume
- 31
- Issue
- 5
- Pages
- 1010-1023
- ISSN
- 1041-4347 (ISSN-L)
- 1558-2191
- 2326-3865
- PMC
- PMC9328027
- OpenAlex
- W2811266412
- Cited by
- 123
- References
- 48
- Citations by year
- 2026: 4 · 2025: 14 · 2024: 14 · 2023: 16 · 2022: 25 · 2021: 14 · 2020: 25 · 2019: 9 · 2018: 2
- FWCI
- 9.52
- Type
- journal article
- Language
- en
- Open access
- green
- www.ncbi.nlm.nih.gov
- Licence
- Locations
- IEEE Transactions on Knowledge and Data Engineering (publishedVersion)
- PubMed (publishedVersion)
- PubMed Central (acceptedVersion)
- Funders
- National Science Foundation (1543656)
- National Institutes of Health (R01EB009675)
- Topics
- Social Sciences › Decision Sciences › Statistics, Probability and Uncertainty › Advanced Statistical Process Monitoring
- Physical Sciences › Computer Science › Signal Processing › Time Series Analysis and Forecasting
- Physical Sciences › Computer Science › Artificial Intelligence › Anomaly Detection Techniques and Applications
- Keywords
- change point detection, real-time detection, nonparametric statistics, separation distance, divergence measures, high-dimensional time series
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