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Change point detection is a crucial aspect of analyzing time series data, as the presence of a change point indicates an abrupt and significant change in the process generating the data. While many algorithms for the problem of change point…

Machine Learning · Computer Science 2023-05-23 Mario Krause

We adaptively estimate both changepoints and local outlier processes in a Bayesian dynamic linear model with global-local shrinkage priors in a novel model we call Adaptive Bayesian Changepoints with Outliers (ABCO). We utilize a…

Methodology · Statistics 2024-03-15 Haoxuan Wu , Toryn L. J. Schafer , David S. Matteson

In Precision Livestock Farming, detecting deviations from optimal or baseline values - i.e. anomalies in time series - is essential to allow undertaking corrective actions rapidly. Here we aim at detecting anomalies in 24h time series of…

Machine Learning · Computer Science 2025-03-03 Valentin Guien , Violaine Antoine , Romain Lardy , Isabelle Veissier , Luis E C Rocha

This paper proposes a novel fault detector for digital relaying based on independent component analysis (leA). The index for effective detection is derived from independent components of fault current. The proposed fault detector reduces…

Systems and Control · Computer Science 2016-06-01 Harishchandra Dubey , Soumya Ranjan Mohanty , Nand Kishor

This paper describes a method for extracting rapidly varying, superimposed amplitude- and frequency-modulated signal components. The method is based upon the continuous wavelet transform (CWT) and uses a new wavelet which is a modification…

Mathematical Physics · Physics 2009-11-07 J. D. Harrop , S. N. Taraskin , S. R. Elliott

A diagnostics method based on a continuous wavelet transform is proposed. This method makes it possible to diagnose the presence of synchronization of the oscillations of a self-excited oscillator locked by an external force with a linearly…

Chaotic Dynamics · Physics 2007-06-13 Alexey Koronovskii , Vladimir Ponomarenko , Mikhail Prokhorov , Alexander Hramov

The acquisition of the channel covariance matrix is of paramount importance to many strategies in multiple-input-multiple-output (MIMO) communications, such as the minimum mean-square error (MMSE) channel estimation. Therefore, plenty of…

Signal Processing · Electrical Eng. & Systems 2023-03-13 Runnan Liu , Liang Liu , Dazhi He , Wenjun Zhang , Erik G. Larsson

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

Disordered Systems and Neural Networks · Physics 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev

We consider the problem of detecting abrupt changes (i.e., large jump discontinuities) in the rate function of a point process. The rate function is assumed to be fully unknown, non-stationary, and may itself be a random process that…

Statistics Theory · Mathematics 2025-01-16 Anna Brandenberger , Elchanan Mossel , Anirudh Sridhar

In this work we introduce a novel adaptive anomaly detection framework specifically designed for monitoring sequential random finite set (RFS) observations. Our approach effectively distinguishes between In-Control data (normal) and…

Machine Learning · Computer Science 2025-11-25 Konstantinos Bourazas , Savvas Papaioannou , Panayiotis Kolios

In this paper, a novel and robust algorithm is proposed for adaptive beamforming based on the idea of reconstructing the autocorrelation sequence (ACS) of a random process from a set of measured data. This is obtained from the first column…

Information Theory · Computer Science 2021-06-25 Saeed Mohammadzadeh , Vitor H. Nascimento , Rodrigo C. de Lamare , Osman Kukrer

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Methodology · Statistics 2024-01-09 Haoxuan Wu , Toryn L. J. Schafer , Sean Ryan , David S. Matteson

As the complexity increases in modern power systems, power quality analysis considering interharmonics has become a challenging and important task. This paper proposes a novel decomposition and estimation method for instantaneous power…

Signal Processing · Electrical Eng. & Systems 2021-01-14 Yiqing Yu , Wei Zhao , Shisong Li , Songling Huang

In recent times, there has been considerable interest in fault detection within electrical power systems, garnering attention from both academic researchers and industry professionals. Despite the development of numerous fault detection…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Sidharthenee Nayak , Victor Sam Moses Babu , Chandrashekhar Narayan Bhende , Pratyush Chakraborty , Mayukha Pal

We apply tipping point analysis to measurements of electronic components commonly used in applications in the automotive or aviation industries and demonstrate early warning signals based on scaling properties of resistance time series. The…

Physics and Society · Physics 2020-07-29 Valerie Livina , Adam Lewis , Martin Wickham

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

In this paper, a novel method for detecting transformer winding axial displacement has been presented. In this method, which is based on UWB radar imaging, a UWB pulse is transmitted to the transformer winding and the reflection from it is…

Signal Processing · Electrical Eng. & Systems 2021-02-23 Mohammad S. Golsorkhi , M. A. Hejazi , G. B. Gharepetian , Razieh Mosayebi

With the wider availability of sensor technology, a number of Structural Health Monitoring (SHM) systems are deployed to monitor civil infrastructure. The continuous monitoring provides valuable information about the structure that can help…

Machine Learning · Computer Science 2021-10-20 Monica Arul , Ahsan Kareem

Power system state estimation is being faced with different types of anomalies. These might include bad data caused by gross measurement errors or communication system failures. Sudden changes in load or generation can be considered as…

Systems and Control · Electrical Eng. & Systems 2023-08-11 Sajjad Asefi , Mile Mitrovic , Dragan Ćetenović , Victor Levi , Elena Gryazina , Vladimir Terzija

Changes in the structure of observed social and complex networks' structure can indicate a significant underlying change in an organization, or reflect the response of the network to an external event. Automatic detection of change points…

Social and Information Networks · Computer Science 2022-02-22 Hadar Miller , Osnat Mokryn