Related papers: Model based Level Shift Detection in Autocorrelate…

Anomaly and failure detection methods are crucial in identifying deviations from normal system operational conditions, which allows for actions to be taken in advance, usually preventing more serious damages. Long-lasting deviations…

Detecting abrupt changes in the community structure of a network from noisy observations is a fundamental problem in statistics and machine learning. This paper presents an online change detection algorithm called Spectral-CUSUM to detect…

Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Classifier predictions often rely on the assumption that new observations come from the same distribution as training data. When the underlying distribution changes, so does the optimal classification rule, and performance may degrade. We…

LiDAR scene flow is the task of estimating per-point 3D motion between consecutive point clouds. Recent methods achieve centimeter-level accuracy on popular autonomous vehicle (AV) datasets, but are typically only trained and evaluated on a…

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Given a stream of entries over time in a multi-dimensional data setting where concept drift is present, how can we detect anomalous activities? Most of the existing unsupervised anomaly detection approaches seek to detect anomalous events…

Sequential change-point detection seeks to rapidly identify distributional changes in streaming data while controlling false alarms. Existing multi-stream detection methods typically rely on non-private access to raw observations or…

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Anomaly detection (AD) has been recently employed in the context of edge cloud computing, e.g., for intrusion detection and identification of performance issues. However, state-of-the-art anomaly detection procedures do not systematically…

Localization and navigation are basic robotic tasks requiring an accurate and up-to-date map to finish these tasks, with crowdsourced data to detect map changes posing an appealing solution. Collecting and processing crowdsourced data…

In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits…

Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…

Non-stationarity of an underlying data generating process that leads to distributional changes over time is a key characteristic of Data Streams. This phenomenon, commonly referred to as Concept Drift, has been intensively studied, and…

Multi-stream sequential change detection involves simultaneously monitoring many streams of data and trying to detect when their distributions change, if at all. Here, we theoretically study multiple testing issues that arise from detecting…

An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the null hypothesis of "no change-point" is stationary. This…

In Continual Learning (CL) contexts, concept drift typically refers to the analysis of changes in data distribution. A drift in the input data can have negative consequences on a learning predictor and the system's stability. The majority…

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective tests developed by Wang et al.(2019) and Zhang et al.(2020),…