The development of compact and energy-efficient wearable sensors has led to an increase in the availability of biosignals. To effectively and efficiently analyze continuously recorded and multidimensional time series at scale, the ability to perform meaningful unsupervised data segmentation is an auspicious target. A common way to achieve this is to identify change-points within the time series as the segmentation basis. However, traditional change-point detection algorithms often come with drawbacks, limiting their real-world applicability. Notably, they generally rely on the complete time series to be available and thus cannot be used for real-time applications. Another common limitation is that they poorly (or cannot) handle the segmentation of multidimensional time series. Consequently, the main contribution of this work is to propose a novel unsupervised segmentation algorithm for multidimensional time series named Latent Space Unsupervised Semantic Segmentation (LS-USS), which was designed to easily work with both online and batch data. Latent Space Unsupervised Semantic Segmentation addresses the challenge of multivariate change-point detection by utilizing an autoencoder to learn a 1-dimensional latent space on which change-point detection is then performed. To address the challenge of real-time time series segmentation, this work introduces the Local Threshold Extraction Algorithm (LTEA) and a “batch collapse” algorithm. The “batch collapse” algorithm enables Latent Space Unsupervised Semantic Segmentation to process streaming data by dividing it into manageable batches, while Local Threshold Extraction Algorithm is employed to detect change-points in the time series whenever the computed metric by Latent Space Unsupervised Semantic Segmentation exceeds a predefined threshold. By using these algorithms in combination, our approach is able to accurately segment time series data in real-time, making it well-suited for applications where timely detection of changes is critical. When evaluating Latent Space Unsupervised Semantic Segmentation on a variety of real-world datasets the Latent Space Unsupervised Semantic Segmentation systematically achieves equal or better performance than other state-of-the-art change-point detection algorithms it is compared to in both offline and real-time settings.
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