Online Meta-Recommendation of CUSUM Hyperparameters for Enhanced Drift Detection
With the increasing demand for time-series analysis, driven by the proliferation of IoT devices and real-time data-driven systems, detecting change points in time series has become critical for accurate short-term prediction. The variability in patterns necessitates frequent analysis to sustain high...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Sensors |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1424-8220/25/9/2787 |
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| Summary: | With the increasing demand for time-series analysis, driven by the proliferation of IoT devices and real-time data-driven systems, detecting change points in time series has become critical for accurate short-term prediction. The variability in patterns necessitates frequent analysis to sustain high performance by acquiring the hyperparameter. The Cumulative Sum (CUSUM) method, based on calculating the cumulative values within a time series, is commonly used for change detection due to its early detection of small drifts, simplicity, low computational cost, and robustness to noise. However, its effectiveness heavily depends on the hyperparameter configuration, as a single setup may not be universally suitable across the entire time series. Consequently, fine-tuning is often required to achieve optimal results, yet this selection process is traditionally performed through trial and error or prior expert knowledge, which introduces subjectivity and inefficiency. To address this challenge, several strategies have been proposed to facilitate hyperparameter optimizations, as traditional methods are impractical. Meta-learning-based techniques present viable alternatives for periodic hyperparameter optimization, enabling the selection of configurations that adapt to dynamic scenarios. This work introduces a meta-modeling scheme designed to automate the recommendation of hyperparameters for the CUSUM algorithm. Benchmark datasets from the literature were used to evaluate the proposed framework. The results indicate that this framework preserves high accuracy while significantly reducing time requirements compared to Grid Search and Genetic Algorithm optimization. |
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| ISSN: | 1424-8220 |