[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to main content

Deep Learning Rule for Efficient Changepoint Detection in the Presence of Non-Linear Trends

  • Conference paper
  • First Online:
Database and Expert Systems Applications - DEXA 2021 Workshops (DEXA 2021)

Abstract

This study presents our ongoing research on designing new methods for changepoint detection in industrial environments using a CUSUM method variant. The changepoint detection refers to identifying the location of change of some aspect in a given time series. The significant difference concerning a state-of-the-art time series prediction technique (using an LSTM) is that our method can handle anomalies masked by non-trivial trends. We have evaluated our proposal with a systematic series of test data and an example set with wear-induced anomalies.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
GBP 19.95
Price includes VAT (United Kingdom)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
GBP 35.99
Price includes VAT (United Kingdom)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
GBP 44.99
Price includes VAT (United Kingdom)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Aminikhanghahi, S., Cook, D.J.: A survey of methods for time series change point detection. Knowl. Inf. Syst. 51(2), 339–367 (2016). https://doi.org/10.1007/s10115-016-0987-z

    Article  Google Scholar 

  2. Athanasopoulos, R.J., George, H.: Forecasting: Principles and Practice. 2nd edn. (2018)

    Google Scholar 

  3. Barnard, G.A.: Control charts and stochastic processes. J. R. Stat. Soc. Ser. B (Methodol.) 21(2), 239–257 (1959)

    MATH  Google Scholar 

  4. Basseville, M., Nikiforov, I.V., et al.: Detection of Abrupt Changes: Theory and Application, vol. 104. Prentice Hall Englewood Cliffs, Englewood Cliffs (1993)

    Google Scholar 

  5. Benveniste, A.: On-line detection of jumps in mean. Lect. Notes Control Inf. Sci. 77, 567 (1984)

    Google Scholar 

  6. Brown, R.L., Durbin, J., Evans, J.M.: Techniques for testing the constancy of regression relationships over time. J. R. Stat. Soc. Ser. B (Methodol.) 37(2), 149–163 (1975)

    MathSciNet  MATH  Google Scholar 

  7. Graves, S., et al.: A new approximation for the average run length of a cusum. In: Joint Statistical Meeting, Indianapolis (2000)

    Google Scholar 

  8. Hawkins, D.M., Olwell, D.H.: Statistics for engineering and physical science-cumulative sum charts and charting for quality improvement (1998)

    Google Scholar 

  9. Hinkley, D.V.: Inference about the change-point in a sequence of random variables (1970)

    Google Scholar 

  10. Hochreiter, S., Schmidhuber, J.: Long short-term memory. Neural Comput. 9(8), 1735–1780 (1997)

    Article  Google Scholar 

  11. Killick, R., Fearnhead, P., Eckley, I.A.: Optimal detection of changepoints with a linear computational cost. J. Am. Stat. Assoc. 107(500), 1590–1598 (2012)

    Article  MathSciNet  Google Scholar 

  12. Mahmoud, S., Sobieczky, F., Martinez-Gil, J., Praher, P., Freudenthaler, B.: Decay-parameter diagnosis in industrial domains by robustness through isotonic regression. Procedia Comput. Sci. 180, 466–475 (2021)

    Article  Google Scholar 

  13. Page, E.S.: Continuous inspection schemes. Biometrika 41(1/2), 100–115 (1954)

    Article  MathSciNet  Google Scholar 

  14. Pettitt, A.N.: A non-parametric approach to the change-point problem. J. R. Stat. Soc. Ser. C (Appl. Stat.) 28(2), 126–135 (1979)

    Google Scholar 

  15. Sharma, S., Swayne, D.A., Obimbo, C.: Trend analysis and change point techniques: a survey. Energy Ecol. Environ. 1(3), 123–130 (2016)

    Article  Google Scholar 

  16. Tartakovsky, A., Nikiforov, I., Basseville, M.: Sequential Analysis: Hypothesis Testing and Changepoint Detection, 1st edn. Chapman Hall/CRC, Boca Raton (2014)

    Book  Google Scholar 

  17. Wald, A.: Sequential Analysis, 1st edn. John Wiley and Sons, New York (1947)

    MATH  Google Scholar 

  18. Zeileis, A., Leisch, F., Hornik, K., Kleiber, C.: strucchange: an r package for testing for structural change in linear regression models. J. Stat. Softw. Articles 7(2), 1–38 (2002)

    Google Scholar 

Download references

Acknowledgements

We thank the anonymous reviewers for theil helpful comments to improve the manuscript. This work has been supported by the project AutoDetect (Project No. 862019; Innovative Upper Austria 2020 (call Digitalization)) as well as the Austrian Ministry for Transport, Innovation and Technology, the Federal Ministry of Science, Research and Economy, and the Province of Upper Austria in the frame of the COMET center SCCH.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jorge Martinez-Gil .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Mahmoud, S., Martinez-Gil, J., Praher, P., Freudenthaler, B., Girkinger, A. (2021). Deep Learning Rule for Efficient Changepoint Detection in the Presence of Non-Linear Trends. In: Kotsis, G., et al. Database and Expert Systems Applications - DEXA 2021 Workshops. DEXA 2021. Communications in Computer and Information Science, vol 1479. Springer, Cham. https://doi.org/10.1007/978-3-030-87101-7_18

Download citation

  • DOI: https://doi.org/10.1007/978-3-030-87101-7_18

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-87100-0

  • Online ISBN: 978-3-030-87101-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics