Time Series Segmentation to Discover Behavior Switching in Complex Physical Systems

An accurate and automated identification of operational behavior switching is critical to the autonomic management of complex systems. In this paper, we collect sensor readings from those systems, which are treated as time series, and propose a solution to discover switching behaviors by inferring the relationship changes among massive time series. The method first learns a sequence of local relationship models that can best fit the time series data, and then combines the changes of local relationships to identify the system level behavior switching. In the local relationship modeling, we formulate the underlying switching identification as a segmentation problem, and propose a sophisticated optimization algorithm to accurately discover different segments in time series. In addition, we develop a hierarchical optimization strategy to further improve the efficiency of segmentation. To unveil the system level behavior switching, we present a density estimation and mode search algorithm to effectively aggregate the segmented local relationships so that the global switch points can be captured. Our method has been evaluated on both synthetic data and datasets from real systems. Experimental results demonstrate that it can successfully discover behavior switching in different systems.