Improving Anomaly Detection in Industrial Time Series: The Role of Segmentation and Heterogeneous Ensemble

Abstract: Concerning machine learning, segmentation models can identify state changes within time series, facilitating the detection of transitions between normal and anomalous conditions. Specific techniques such as Change Point Detection (CPD), particularly algorithms like ChangeFinder, have been successfully applied to segment time series and improve anomaly detection by reducing temporal uncertainty, especially in multivariate environments. In this work, we explored how the integration of segmentation techniques, combined with a heterogeneous ensemble, can enhance anomaly detection in an industrial production context. The results show that applying segmentation as a pre-processing step before selecting heterogeneous ensemble algorithms provided a significant advantage in our case study, improving the AUC-ROC metric from 0.8599 (achieved with a PCA and LSTM ensemble) to 0.9760 (achieved with Random Forest and XGBoost). This improvement is imputable to the ability of segmentation to reduce temporal ambiguity and facilitate the learning process of supervised algorithms. In our future work, we intend to assess the benefit of introducing weighted features derived from the study of change points, combined with segmentation and the use of heterogeneous ensembles, to further optimize model performance in early anomaly detection.