arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2011.14097cs.LGcs.AIcs.CV

Time Series Change Point Detection with Self-Supervised Contrastive Predictive Coding

RMIT University(皇家墨尔本理工大学);Data61, CSIRO(联邦科学与工业研究组织Data61研究院);School of Computing Technologies, RMIT University(皇家墨尔本理工大学计算技术学院)

Shohreh Deldari, Daniel V. Smith, Hao Xue, Flora D. Salim

英文摘要:

Change Point Detection (CPD) methods identify the times associated with changes in the trends and properties of time series data in order to describe the underlying behaviour of the system. For instance, detecting the changes and anomalies associated with web service usage, application usage or human behaviour can provide valuable insights for downstream modelling tasks. We propose a novel approach for self-supervised Time Series Change Point detection method based onContrastivePredictive coding (TS-CP^2). TS-CP^2 is the first approach to employ a contrastive learning strategy for CPD by learning an embedded representation that separates pairs of embeddings of time adjacent intervals from pairs of interval embeddings separated across time. Through extensive experiments on three diverse, widely used time series datasets, we demonstrate that our method outperforms five state-of-the-art CPD methods, which include unsupervised and semi-supervisedapproaches. TS-CP^2 is shown to improve the performance of methods that use either handcrafted statistical or temporal features by 79.4% and deep learning-based methods by 17.0% with respect to the F1-score averaged across the three datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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