Evaluation of Drift Detection Algorithms in the Condition Monitoring Domain

Abstract

In condition monitoring, early detection of process signal drifts indicating, e.g., equipment degradation is crucial. exponentially weighted moving average (EWMA), cumulative sum (CUSUM), and discrete average block (DAB)-based drift detectors are statistical and commonly used methods. Each has benefits and limitations, suited to different data types. However, EWMA and CUSUM are fixed mean drift detectors, limiting their applicability and adaptability. This article explores adding dynamic behavior to drift detection methods. We use a wide range of synthetic data based on a real-world manufacturing process. The investigated parameter space includes standard deviation, drift rates, and outliers. Besides, each algorithm has some tuning parameters that define its behavior. Two metrics validate experiments against labeled data. Based on our observations, EWMA performs better for drift detection on average, but CUSUM is superior in detecting very small drifts. Furthermore, we derive guidelines for the choice and application of drift detection in practice.