  It is important to identify the change point of a system's health status,
which usually signifies an incipient fault under development. The One-Class
Support Vector Machine (OC-SVM) is a popular machine learning model for anomaly
detection and hence could be used for identifying change points; however, it is
sometimes difficult to obtain a good OC-SVM model that can be used on sensor
measurement time series to identify the change points in system health status.
In this paper, we propose a novel approach for calibrating OC-SVM models. The
approach uses a heuristic search method to find a good set of input data and
hyperparameters that yield a well-performing model. Our results on the C-MAPSS
dataset demonstrate that OC-SVM can also achieve satisfactory accuracy in
detecting change point in time series with fewer training data, compared to
state-of-the-art deep learning approaches. In our case study, the OC-SVM
calibrated by the proposed model is shown to be useful especially in scenarios
with limited amount of training data.
