Title
Exploiting self-similarity for change detection
Abstract
Time-series data are often characterized by a large degree of self-similarity, which arises in application domains featuring periodicity or seasonality. While self-similarity has shown to be an effective prior for modeling real data in the signal and image-processing literature, it has received much less attention in time-series literature, where only few works leveraging the self-similarity for anomaly detection have been presented. Here we introduce a novel change-detection test to detect structural changes in time series by analyzing their self-similarity. The core of the proposed solution is the definition of a change indicator to quantitatively assesses the self-similarity of the time-series data over time. In particular, the change indicator is obtained by comparing each patch to be analyzed with its most similar counterpart in a change-free training set. Experimental results on the flow measurements in the water distribution network of the Barcelona city show the effectiveness of the proposed solution.
Year
DOI
Venue
2014
10.1109/IJCNN.2014.6889860
Neural Networks
Keywords
Field
DocType
data analysis,time series,Barcelona city,change indicator,change-detection test,change-free training set,flow measurements,time series structural change detection,time-series data self-similarity,water distribution network
Training set,Time series data analysis,Data mining,Anomaly detection,Change detection,Pattern recognition,Computer science,Distribution networks,Seasonality,Artificial intelligence,Self-similarity
Conference
ISSN
Citations 
PageRank 
2161-4393
8
0.51
References 
Authors
16
2
Name
Order
Citations
PageRank
Giacomo Boracchi132430.49
Manuel Roveri227230.19