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Related papers: Multiple changepoint detection for periodic autore…

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This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classical statistical approaches as well as methods that have been…

Methodology · Statistics 2020-11-02 Stephanie Clark , Rob J Hyndman , Dan Pagendam , Louise M Ryan

Flood-related risks to people and property are expected to increase in the future due to environmental and demographic changes. It is important to quantify and effectively communicate flood hazards and exposure to inform the design and…

Applications · Statistics 2021-08-27 Sanjib Sharma , Michael Gomez , Klaus Keller , Robert Nicholas , Alfonso Mejia

The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation…

Machine Learning · Statistics 2015-03-20 Song Liu , Makoto Yamada , Nigel Collier , Masashi Sugiyama

Climate change has increased the severity and frequency of weather disasters all around the world. Flood inundation mapping based on earth observation data can help in this context, by providing cheap and accurate maps depicting the area…

Machine Learning · Computer Science 2023-03-02 Kevin Iselborn , Marco Stricker , Takashi Miyamoto , Marlon Nuske , Andreas Dengel

In the turbulence modeling community, significant efforts have been made to quantify the uncertainties in the Reynolds-Averaged Navier--Stokes (RANS) models and to improve their predictive capabilities. Of crucial importance in these…

Fluid Dynamics · Physics 2017-10-11 Heng Xiao , Jin-Long Wu , Jian-xun Wang , Eric G. Paterson

Tidal energy is one of the key components in increasing the penetration of renewable energy. High tidal energy penetration into the electrical grid depends on accurate tidal current speed forecasting. Model inaccuracies hinder forecast…

Machine Learning · Computer Science 2026-03-03 Tengfei Cheng , Yangdi Huang , Ling Xiao , Yunxuan Dong

Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down methodology called arbitrary segmentation that proceeds in a…

Statistics Theory · Mathematics 2019-06-12 Abhishek Kaul , Venkata K Jandhyala , Stergios B Fotopoulos

Flooding is one of the most destructive and costly natural disasters, and climate changes would further increase risks globally. This work presents a novel multimodal machine learning approach for multi-year global flood risk prediction,…

Machine Learning · Computer Science 2023-01-31 Cynthia Zeng , Dimitris Bertsimas

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…

Statistics Theory · Mathematics 2023-05-02 Farida Enikeeva , Olga Klopp , Mathilde Rousselot

Dynamical downscaling with high-resolution regional climate models may offer the possibility of realistically reproducing precipitation and weather events in climate simulations. As resolutions fall to order kilometers, the use of explicit…

Applications · Statistics 2018-08-01 Won Chang , Jiali Wang , Julian Marohnic , Rao Kotamarthi , Elisabeth J. Moyer

An Anomaly Detection (AD) System for Self-diagnosis has been developed for Multiphase Flow Meter (MPFM). The system relies on machine learning algorithms for time series forecasting, historical data have been used to train a model and to…

Machine Learning · Computer Science 2023-01-03 Tommaso Barbariol , Davide Masiero , Enrico Feltresi , Gian Antonio Susto

With broad applications in various public services like aviation management and urban disaster warning, numerical precipitation prediction plays a crucial role in weather forecast. However, constrained by the limitation of observation and…

Machine Learning · Computer Science 2019-10-18 Xiaoyang Xu , Yiqun Liu , Hanqing Chao , Youcheng Luo , Hai Chu , Lei Chen , Junping Zhang , Leiming Ma

Climate models robustly imply that some significant change in precipitation patterns will occur. Models consistently project that the intensity of individual precipitation events increases by approximately 6-7%/K, following the increase in…

Applications · Statistics 2016-12-21 Won Chang , Michael L. Stein , Jiali Wang , V. Rao Kotamarthi , Elisabeth J. Moyer

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…

This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time,…

Methodology · Statistics 2024-03-26 Anamitra Chaudhuri , Georgios Fellouris , Ali Tajer

We consider the problem of change-points estimation in the mean of an AR(p) process. Taking into account the dependence structure does not allow us to use the approach of the independent case. Especially, the dynamic programming algorithm…

Methodology · Statistics 2015-09-04 Souhil Chakar

Crowd flow forecasting, which aims to predict the crowds entering or leaving certain regions, is a fundamental task in smart cities. One of the key properties of crowd flow data is periodicity: a pattern that occurs at regular time…

Machine Learning · Computer Science 2022-09-29 Chengxin Wang , Yuxuan Liang , Gary Tan

Change-points in time series data are usually defined as the time instants at which changes in their properties occur. Detecting change-points is critical in a number of applications as diverse as detecting credit card and insurance frauds,…

Signal Processing · Electrical Eng. & Systems 2021-09-10 André Ferrari , Cédric Richard , Anthony Bourrier , Ikram Bouchikhi

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Methodology · Statistics 2013-06-21 Chris Strickland , Robert Burdett , Robert Denham , Robert Kohn , Kerrie Mengersen

The frequency and impact of floods are expected to increase due to climate change. It is crucial to predict streamflow, consequently flooding, in order to prepare and mitigate its consequences in terms of property damage and fatalities.…

Machine Learning · Computer Science 2021-07-16 Muhammed Sit , Bekir Demiray , Ibrahim Demir