Bayesian Online Real-Time Change Point Detection for Structural Monitoring

Master’s thesis project implementing Bayesian Online Change Point Detection (BOCPD) to detect anomalies in building integrity using noise event data as a proxy for structural damage progression.

Tech Stack

PythonBayesian InferenceTime SeriesNumPySciPy

Aim

To detect structural anomalies in real time by identifying statistically significant shifts in noise event patterns associated with material cracking.

Objectives

  • Model structural behaviour as a time series

    Represent crack-related acoustic events as a probabilistic temporal process.

  • Detect change points in real time

    Identify when the underlying distribution of events shifts significantly.

  • Apply Bayesian inference

    Continuously update beliefs about system state as new data arrives.

  • Handle noisy data

    Distinguish meaningful structural changes from background noise fluctuations.

  • Enable early warning signals

    Flag abnormal patterns that may indicate structural degradation.

Implementation

  • Implemented Bayesian Online Change Point Detection (BOCPD) algorithm
  • Modelled event counts using probabilistic distributions (e.g. Poisson/Gaussian)
  • Computed run-length probabilities to track likelihood of regime changes
  • Simulated structural noise data to validate detection performance
  • Applied algorithm to real-world-inspired building crack event data
  • Optimised for near real-time inference with incremental updates

Key Highlights

  • Translated a financial time-series algorithm to a structural health monitoring domain
  • Detected subtle distribution shifts in noisy event data using Bayesian methods
  • Enabled real-time anomaly detection rather than offline analysis
  • Demonstrated how probabilistic modelling can outperform simple thresholding approaches
  • Bridged theory (Bayesian inference) with a practical engineering application

Impact

  • Demonstrated feasibility of real-time structural anomaly detection
  • Provided a framework for early warning systems in infrastructure monitoring
  • Reduced reliance on static thresholds for anomaly detection
  • Showcased cross-domain application of advanced statistical methods

Key Takeaways

  • Bayesian methods are powerful for real-time uncertainty-aware decision making
  • Change point detection is highly transferable across domains (finance → engineering)
  • Handling noise correctly is critical in real-world sensor data
  • Online algorithms provide significant advantages over batch processing