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Exploiting Representation Curvature for Boundary Detection in Time Series

NeurIPS 2024 · Time series › Foundation models for time series · approach: Time series representation learning · 1 citations (OpenAlex)

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Proposes RECURVE, a boundary detection method for time series that uses the curvature of a representation trajectory (instead of consecutive distances) as the change metric, with theory based on an equilateral random walk.

Problem

Representation-based time-series boundary detection relies on consecutive representation distances, which fail to separate intra- and inter-segment points when class changes are gradual or subtle.

Approach

Treat the sequence of point representations as a trajectory and use the turning-angle curvature (normalized and smoothed, 1 minus curvature) as the change metric; intra-segment points have higher curvature because representations are confined within class-specific balls, a property argued to be insensitive to the degree of change between classes.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace consecutive-distance change scoring with curvature scoring using TPC representationsTS-CP2/TPC boundary detection · WISDM, HAPT, mHealth, and 50salads (p=10)AUC: WISDM: 0.820±0.012 -> 0.901±0.004; HAPT: 0.695±0.006 -> 0.913±0.001; mHealth: 0.561±0.013 -> 0.954±0.003; 50salads: 0.68Helped
Use curvature scoring with TNC representationsRECURVE+TNC · mHealth (p=10)AUC: 0.849±0.113 -> 0.980±0.004Helped
Use curvature scoring with TNC representationsRECURVE+TNC · WISDM, HAPT, and 50salads (p=10)AUC: WISDM: 0.702±0.000 -> 0.889±0.004; HAPT: 0.873±0.004 -> 0.867±0.017; 50salads: 0.684±0.003 -> 0.595±0.016Mixed
Vary w from 0.25× to 4.00× the default (ablation)RECURVE+TPC · WISDM, HAPT, mHealth, and 50saladsAUC: WISDM: 0.832±0.015, 0.891±0.006, 0.901±0.004, 0.892±0.003, 0.861±0.002; HAPT: 0.901±0.004, 0.914±0.002, 0.913±0.001, 0.8Mixed
Vary w from 0.25× to 4.00× the default (ablation)RECURVE+TNC · WISDM, HAPT, mHealth, and 50saladsAUC: WISDM: 0.824±0.016, 0.869±0.009, 0.889±0.004, 0.897±0.002, 0.871±0.002; HAPT: 0.842±0.011, 0.850±0.012, 0.867±0.017, 0.8Mixed
Increase representation dimensionality d′ from 0.25× to 4.00× the default (ablation)RECURVE+TPC and RECURVE+TNC · WISDM, HAPT, mHealth, and 50saladsAUCMixed

Surprising findings

Limitations

Experimental setup

Datasets: WISDM HAPT mHealth 50salads

Benchmarks: WISDM HAPT mHealth 50salads

Metrics: AUC LOC (mean location distance)

Baselines: RuLSIF KL-CPD TS-CP2

Builds on: TS-CP2 TNC RuLSIF KL-CPD

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