# Detect the time at which deviation occurs in time series data

I working on multivariate time series data. I have sensor data generated by a machine every time it is operated. Data set consists of machine_ID(machines of same model), hours_ operated, measurements from various sensors. The machine starts to degrade after operating for certain hours. I would like to find the hours after which there is step change after which the performance starts to degrade.

I want to do this using machine learning approach preferably and would like to plot the graph marking the deviation. Which ML techniques could be used for this approach.  I have performed exploratory data analysis where I could find the point at which there is deviation occurrence. Now, I want to confirm this by running a model to detect the occurrence of step change. In the figure above, the decline starts somewhere at 100 and decline gradually. Now, is there any way I could find this pint through models.

I greatly appreciate any links or suggestion to deal with this.

• Do you have a time series for the performance measurement as well? – Louis T Nov 8 '17 at 21:04
• No, all that I have is run-to-failure data of each machine. There are about 100 machines. Max hours of operation is 386 and min is 127. – Katherine Nov 8 '17 at 21:21
• Are you trying to predict when the machine is going to fail then? If you don't have performance measurement then how do you define the "deviation" in performance in the first place? – Louis T Nov 8 '17 at 21:28
• Eventually my goal is to predict failure time but the data is synthesized and has unrealistic run time. In the sense, from the plot of hours of operation, degradation is linear till the failure. I have gone through few research papers which use piece-wise linear approximation to have a maximum limit of time to failure till there is step change. So, I would to run a model which could learn from the features to find when there is a deviation/step change (after x hours). So, I could set maximum operating hours to x hours till that point is reached. – Katherine Nov 8 '17 at 21:36
• "degradation is linear till the failure". if you don't have any measure of performance, how are you measuring the degradation here? Can you include a snapshot of your dataset to make this clearer? – Louis T Nov 8 '17 at 23:45