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Gravitational wave astronomy relies on the use of multiple detectors, so that coincident detections may distinguish real signals from instrumental artifacts, and also so that relative timing of signals can provide the sky position of…

General Relativity and Quantum Cosmology · Physics 2015-05-28 Alexander Stroeer , Lindy Blackburn , Jordan Camp

Time shifting the outputs of Gravitational Wave detectors operating in coincidence is a convenient way to estimate the background in a search for short duration signals. However this procedure is limited as increasing indefinitely the…

We study the problem of coincidence detection in time series data, where we aim to determine whether the appearance of simultaneous or near-simultaneous events in two time series is indicative of some shared underlying signal or…

Statistics Theory · Mathematics 2026-01-21 Ruiting Liang , Samuel Dyson , Rina Foygel Barber , Daniel E. Holz

A new method for the determination of electric signal time-shifts is introduced. As the Kolmogorov-Smirnov test, it is based on the comparison of the cumulative distribution functions of the reference signal with the test signal. This…

Data Analysis, Statistics and Probability · Physics 2009-08-25 P. Desesquelles , T. M. H. Ha , A. Korichi , F. Le Blanc , C. M. Petrache

Modern coaxial and planar HPGe detectors allow a precise determination of the energies and trajectories of the impinging gamma-rays. This entails the location of the gamma interactions inside the crystal from the shape of the delivered…

Data Analysis, Statistics and Probability · Physics 2009-08-25 P. Desesquelles , T. M. H. Ha , K. Hauschild , A. Korichi , F. Le Blanc , A. Lopez-Martens , A. Olariu , C. M. Petrache

Current approaches in pulse detection use domain transformations so as to concentrate frequency related information that can be distinguishable from noise. In real cases we do not know when the pulse will begin, so we need a time search…

Information Retrieval · Computer Science 2007-05-23 Jaime Gomez , Ignacio Melgar , Juan Seijas

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

Machine Learning · Computer Science 2026-04-23 Natalia Martinez Gil , Fearghal O'Donncha , Wesley M. Gifford , Nianjun Zhou , Dhaval C. Patel , Roman Vaculin

The analysis of chaotic signals with time-frequency methods is considered. For this purpose, two new transformations are presented which consist in the decomposition of a signal onto an orthogonal set of respectively linear and hyperbolic…

Chaotic Dynamics · Physics 2010-07-28 Benjamin Ricaud , Francoise Briolle , F. Clairet

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is…

Computation · Statistics 2019-12-18 Lijing Ma , Andrew Grant , Georgy Sofronov

Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…

Systems and Control · Electrical Eng. & Systems 2022-05-23 Fredy Vides , Esteban Segura , Carlos Vargas-Agüero

We propose a method to determine the switching rates of a random telegraph signal. We apply digital low pass filtering with varying bandwidth to the raw signal, evaluate the cumulants of the resulting distributions and compare them with the…

Mesoscale and Nanoscale Physics · Physics 2018-06-13 Shilpi Singh , Elsa T. Mannila , Dmitry S. Golubev , Joonas T. Peltonen , Jukka P. Pekola

We demonstrate that extremely rapid and weak periodic and non-periodic signals can easily be detected by using the autocorrelation of intensity as a function of time. We use standard radio-astronomical observations that have artificial…

Instrumentation and Methods for Astrophysics · Physics 2018-05-16 Ermanno F. Borra , Jonathan D. Romney , Eric Trottier

Algorithms are developed for the quickest detection of a change in statistically periodic processes. These are processes in which the statistical properties are nonstationary but repeat after a fixed time interval. It is assumed that the…

Methodology · Statistics 2023-03-07 Yousef Oleyaeimotlagh , Taposh Banerjee , Ahmad Taha , Eugene John

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

The detection rate for compact binary mergers has grown as the sensitivity of the global network of ground based gravitational wave detectors has improved, now reaching the stage where robust automation of the analyses is essential.…

General Relativity and Quantum Cosmology · Physics 2021-06-02 Neil J. Cornish

A fast method to determine the crystallographic axes of segmented true-coaxial high-purity germanium detectors is presented. It is based on the analysis of segment-occupancy patterns obtained by irradiation with radioactive sources. The…

Nuclear Experiment · Physics 2012-03-27 I. Abt , A. Caldwell , J. Liu , B. Majorovits , P. Petrov , O. Volynets

The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…

Applications · Statistics 2019-01-30 Tze Siong Lau , Wee Peng Tay , Venugopal V. Veeravalli

The widespread use of machine learning algorithms calls for automatic change detection algorithms to monitor their behavior over time. As a machine learning algorithm learns from a continuous, possibly evolving, stream of data, it is…

Machine Learning · Statistics 2021-06-29 Lang Liu , Joseph Salmon , Zaid Harchaoui

The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…

Methodology · Statistics 2024-12-31 Yingze Hou , Hoda Bidkhori , Taposh Banerjee
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