UNSUPERVISED MULTIVARIATE TIME SERIES TREND DETECTION FOR GROUP BEHAVIOR ANALYSIS

摘要

A method for unsupervised multivariate time series trend detection for group behavior analysis is presented. The method includes collecting multi-variate time series data from a plurality of sensors, learning piecewise linear trends jointly for all of the multi-variate time series data, dividing the multi-variate time series data into a plurality of time segments, counting a number of up/down trends in each of the plurality of time segments, for a training phase, employing a cumulative sum (CUSUM), and, for a testing phase, monitoring the CUSUM for trend changes.