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Real-Time Change Point Detection with application to Smart Home Time Series Data.

Samaneh AminikhanghahiTinghui WangDiane J Cook
Published in: IEEE transactions on knowledge and data engineering (2018)
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.
Keyphrases
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