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

Aminikhanghahi, Samaneh; Wang, Tinghui; Cook, Diane J · IEEE Trans Knowl Data Eng · 2019

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Abstract

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.