Shape-CD: Change-Point Detection in Time-Series Data with Shapes and Neurons

TL;DR

Shape-CD is a novel change-point detection method that leverages shape features and neural fields to improve accuracy and speed in complex, dynamic time-series data.

Contribution

It introduces a simple, fast, and accurate approach combining shape-based features with neural fields for change-point detection.

Findings

Achieved 7-60% higher AUC compared to existing methods.

Demonstrated faster computation on multiple datasets.

Model requires fewer parameters and less training data.

Abstract

Change-point detection in a time series aims to discover the time points at which some unknown underlying physical process that generates the time-series data has changed. We found that existing approaches become less accurate when the underlying process is complex and generates large varieties of patterns in the time series. To address this shortcoming, we propose Shape-CD, a simple, fast, and accurate change point detection method. Shape-CD uses shape-based features to model the patterns and a conditional neural field to model the temporal correlations among the time regions. We evaluated the performance of Shape-CD using four highly dynamic time-series datasets, including the ExtraSensory dataset with up to 2000 classes. Shape-CD demonstrated improved accuracy (7-60% higher in AUC) and faster computational speed compared to existing approaches. Furthermore, the Shape-CD model consists of only hundreds of parameters and require less data to train than other deep supervised learning models.