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Cumulative sum (CUSUM) charts are typically used to detect changes in a stream of observations e.g. shifts in the mean. Usually, after signalling, the chart is restarted by setting it to some value below the signalling threshold. We propose…

Methodology · Statistics 2013-07-30 Axel Gandy , F. Din-Houn Lau

False Data Injection Attack (FDIA) has become a growing concern in modern cyber-physical power systems. Most existing FDIA detection techniques project the raw measurement data into a high-dimensional latent space to separate normal and…

Cryptography and Security · Computer Science 2023-10-18 Shengyang Wu , Jingyu Wang , Dongyuan Shi

The rapid growth of AI-driven data centers and large-scale energy storage systems is increasing the reliance of power system operation on real-time measurement data and automated decision-making. However, many existing detection methods…

Machine Learning · Computer Science 2026-05-29 Xin Li , Chenhan Xiao , Jonathan Cohen , Aviad Elyashar , Yang Weng , Rami Puzis

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

As one of the largest and most complex systems on earth, power grid (PG) operation and control have stepped forward as a compound analysis on both physical and cyber layers which makes it vulnerable to assaults from economic and security…

Systems and Control · Electrical Eng. & Systems 2022-05-31 Wangkun Xu , Fei Teng

It is well known that the conventional cumulative sum (CUSUM) test suffers from low power and large detection delay. In order to improve the power of the test, we propose two alternative statistics. The backward CUSUM detector considers the…

Econometrics · Economics 2022-04-13 Sven Otto , Jörg Breitung

The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…

Statistics Theory · Mathematics 2017-12-11 James Falt , Steven D. Blostein

The smart grid combines the classical power system with information technology, leading to a cyber-physical system. In such an environment the malicious injection of data has the potential to cause severe consequences. Classical…

Signal Processing · Electrical Eng. & Systems 2019-08-26 Elisabeth Drayer , Tirza Routtenberg

This paper studies the vulnerability of phasor measurement units (PMUs) to false data injection (FDI) attacks. Prior work demonstrated that unobservable FDI attacks that can bypass traditional bad data detectors based on measurement…

Systems and Control · Computer Science 2017-05-08 Jiazi Zhang , Zhigang Chu , Lalitha Sankar , Oliver Kosut

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint research on correlated data has accelerated recently.…

Methodology · Statistics 2021-01-07 Xueheng Shi , Colin Gallagher , Robert Lund , Rebecca Killick

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

Automatic generation control (AGC) systems play a crucial role in maintaining system frequency across power grids. However, AGC systems' reliance on communicated measurements exposes them to false data injection attacks (FDIAs), which can…

Cryptography and Security · Computer Science 2025-04-15 Nour M. Shabar , Ahmad Mohammad Saber , Deepa Kundur

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

Utility companies are increasingly leveraging residential demand flexibility and the proliferation of smart/IoT devices to enhance the effectiveness of residential demand response (DR) programs through automated device scheduling. However,…

Systems and Control · Electrical Eng. & Systems 2023-12-15 Thusitha Dayaratne , Carsten Rudolph , Ariel Liebman , Mahsa Salehi

In the classical quickest change detection problem, an observer performs a single experiment to monitor a stochastic process. The goal in the classical problem is to detect a change in the statistical properties of the process, with the…

Signal Processing · Electrical Eng. & Systems 2025-10-08 Patrick Vincent N. Lubenia , Taposh Banerjee

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…

Methodology · Statistics 2021-10-18 Ruizhi Zhang , Yajun Mei , Jianjun Shi

As an important cyber-physical system (CPS), smart grid is highly vulnerable to cyber attacks. Amongst various types of attacks, false data injection attack (FDIA) proves to be one of the top-priority cyber-related issues and has received…

Cryptography and Security · Computer Science 2022-10-25 Yang Li , Xinhao Wei , Yuanzheng Li , Zhaoyang Dong , Mohammad Shahidehpour

State estimation is a data processing algorithm for converting redundant meter measurements and other information into an estimate of the state of a power system. Relying heavily on meter measurements, state estimation has proven to be…

Systems and Control · Electrical Eng. & Systems 2021-08-27 Mingqiu Du , Georgia Pierrou , Xiaozhe Wang , Marthe Kassouf

We present an end-to-end differentiable neural network architecture to perform anomaly detection in multivariate time series by incorporating a Sequential Probability Ratio Test on the prediction residual. The architecture is a cascade of…

Machine Learning · Computer Science 2022-02-28 L. Zancato , A. Achille , G. Paolini , A. Chiuso , S. Soatto