A Path Signature Framework for Detecting Creative Fatigue in Digital Advertising

Abstract

This paper introduces a signature-based framework for detecting advertising creative fatigue using path signatures, a geometric representation from rough path theory. Creative fatigue -- the degradation of creative effectiveness under repeated exposure -- is operationally important in digital marketing because delayed detection can translate directly into avoidable opportunity cost. We reframe fatigue monitoring as a geometric change detection problem: advertising performance trajectories are embedded as paths and represented by truncated (log-)signatures, enabling detection of changes in trend, volatility, and non-linear dynamics beyond simple mean or variance shifts. We further connect statistical detection to managerial decision-making via an explicit quantification of performance loss relative to a benchmark period. Because proprietary production data cannot be released, we evaluate the proposed framework on a synthetic panel dataset designed to mimic realistic impression volumes and noisy day-to-day CTR dynamics. We define observed CTR as the realised binomial rate $CTR_t := C_t/I_t$ using daily clicks $C_t$ and impressions $I_t$. The accompanying CSV also contains a pre-computed CTR field (e.g., due to rounding or upstream derivation), but all modelling and evaluation in this paper use $C_t/I_t$. Crucially, the dataset does not include injected changepoints; we therefore define an operational ground truth for ``fatigue onset'' based on a noise-robust CTR estimate and a sustained deterioration relative to a recent-best baseline. We report lead-time (early warning) and alert-burden metrics under this operational definition, and provide a sensitivity analysis over the detector's primary tuning parameters. The methodology scales linearly in time-series length for fixed signature depth and is suitable for monitoring large creative portfolios.