A survey of methods for time series change point detection

S Aminikhanghahi, DJ Cook - Knowledge and information systems, 2017 - Springer
Change points are abrupt variations in time series data. Such abrupt changes may represent
transitions that occur between states. Detection of change points is useful in modelling and …

Generic and scalable framework for automated time-series anomaly detection

N Laptev, S Amizadeh, I Flint - Proceedings of the 21th ACM SIGKDD …, 2015 - dl.acm.org
This paper introduces a generic and scalable framework for automated anomaly detection
on large scale time-series data. Early detection of anomalies plays a key role in maintaining …

Change-point detection in time-series data by relative density-ratio estimation

S Liu, M Yamada, N Collier, M Sugiyama - Neural Networks, 2013 - Elsevier
The objective of change-point detection is to discover abrupt property changes lying behind
time-series data. In this paper, we present a novel statistical change-point detection …

Change-point detection in time-series data by direct density-ratio estimation

Y Kawahara, M Sugiyama - Proceedings of the 2009 SIAM international …, 2009 - SIAM
Change-point detection is the problem of discovering time points at which properties of time-
series data change. This covers a broad range of real-world problems and has been actively …

Real-time change point detection with application to smart home time series data

S Aminikhanghahi, T Wang… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
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 …

Change point detection in time series data using autoencoders with a time-invariant representation

T De Ryck, M De Vos, A Bertrand - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
Change point detection (CPD) aims to locate abrupt property changes in time series data.
Recent CPD methods demonstrated the potential of using deep learning techniques, but …

Kernel change-point detection with auxiliary deep generative models

WC Chang, CL Li, Y Yang, B Póczos - arxiv preprint arxiv:1901.06077, 2019 - arxiv.org
Detecting the emergence of abrupt property changes in time series is a challenging
problem. Kernel two-sample test has been studied for this task which makes fewer …

Real-time change-point detection: A deep neural network-based adaptive approach for detecting changes in multivariate time series data

M Gupta, R Wadhvani, A Rasool - Expert Systems with Applications, 2022 - Elsevier
The behavior of a time series may be affected by various factors. Changes in mean,
variance, frequency, and auto-correlation are the most common. Change-Point Detection …

Adaptive, locally linear models of complex dynamics

AC Costa, T Ahamed… - Proceedings of the …, 2019 - National Acad Sciences
The dynamics of complex systems generally include high-dimensional, nonstationary, and
nonlinear behavior, all of which pose fundamental challenges to quantitative understanding …

[PDF][PDF] Event detection in time series of mobile communication graphs

L Akoglu, C Faloutsos - Army science conference, 2010 - andrew.cmu.edu
Anomaly and event detection has been studied widely for having many applications in fraud
detection, network intrusion detection, detection of epidemic outbreaks, and so on. In this …