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Graph-based change point detection (CPD) play an irreplaceable role in discovering anomalous graphs in the time-varying network. While several techniques have been proposed to detect change points by identifying whether there is a…

Social and Information Networks · Computer Science 2022-12-20 Yongshun Gong , Xue Dong , Jian Zhang , Meng Chen

Change point detection (CPD) methods aim to identify abrupt shifts in the distribution of input data streams. Accurate estimators for this task are crucial across various real-world scenarios. Yet, traditional unsupervised CPD techniques…

Machine Learning · Computer Science 2024-12-04 Alexandra Bazarova , Evgenia Romanenkova , Alexey Zaytsev

We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…

Machine Learning · Statistics 2018-03-05 Yuta Umezu , Ichiro Takeuchi

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…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

Change point detection (CPD) aims to locate abrupt property changes in time series data. Recent CPD methods demonstrated the potential of using deep learning techniques, but often lack the ability to identify more subtle changes in the…

Machine Learning · Computer Science 2021-07-21 Tim De Ryck , Maarten De Vos , Alexander Bertrand

Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

Machine Learning · Computer Science 2020-09-15 Ruohong Zhang , Yu Hao , Donghan Yu , Wei-Cheng Chang , Guokun Lai , Yiming Yang

Topological Data Analysis (TDA) is a rapidly growing field, which studies methods for learning underlying topological structures present in complex data representations. TDA methods have found recent success in extracting useful geometric…

Methodology · Statistics 2021-03-09 Xiaojun Zheng , Simon Mak , Yao Xie

Change-point detection (CPD) involves identifying distributional changes in a sequence of independent observations. Among nonparametric methods, rank-based methods are attractive due to their robustness and effectiveness and have been…

Methodology · Statistics 2025-11-13 Doudou Zhou , Hao Chen

Given a sequence of random (directed and weighted) graphs, we address the problem of online monitoring and detection of changes in the underlying data distribution. Our idea is to endow sequential change-point detection (CPD) techniques…

Machine Learning · Computer Science 2022-02-03 Bernardo Marenco , Paola Bermolen , Marcelo Fiori , Federico Larroca , Gonzalo Mateos

Change point detection (CPD) and anomaly detection (AD) are essential techniques in various fields to identify abrupt changes or abnormal data instances. However, existing methods are often constrained to univariate data, face scalability…

We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially…

Machine Learning · Computer Science 2020-10-08 Michalis K. Titsias , Jakub Sygnowski , Yutian Chen

Change Point Detection (CPD) is a critical task in time series analysis, aiming to identify moments when the underlying data-generating process shifts. Traditional CPD methods often rely on unsupervised techniques, which lack adaptability…

Machine Learning · Computer Science 2026-01-29 Stefano Bertolasi , Diego Carrera , Diego Stucchi , Pasqualina Fragneto , Luigi Amedeo Bianchi

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…

Machine Learning · Statistics 2019-03-25 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

Many real-world time series, such as in health, have changepoints where the system's structure or parameters change. Since changepoints can indicate critical events such as onset of illness, it is highly important to detect them. However,…

Machine Learning · Computer Science 2019-05-17 Zahra Ebrahimzadeh , Min Zheng , Selcuk Karakas , Samantha Kleinberg

Initial development and subsequent calibration of discrete event simulation models for complex systems require accurate identification of dynamically changing process characteristics. Existing data driven change point methods (DD-CPD)…

Machine Learning · Computer Science 2024-10-30 Suleyman Yildirim , Alper Ekrem Murat , Murat Yildirim , Suzan Arslanturk

Change-point detection (CPD) is crucial for identifying abrupt shifts in data, which influence decision-making and efficient resource allocation across various domains. To address the challenges posed by the costly and time-intensive data…

Machine Learning · Computer Science 2023-12-07 Hao Zhao , Rong Pan

Detecting regime shifts in chaotic time series is hard because observation-space signals are entangled with intrinsic variability. We propose Parameter--Space Changepoint Detection (Param--CPD), a two--stage framework that first amortizes…

Machine Learning · Computer Science 2025-12-09 Xiangbo Deng , Cheng Chen , Peng Yang

Change-point detection (CPD), which detects abrupt changes in the data distribution, is recognized as one of the most significant tasks in time series analysis. Despite the extensive literature on offline CPD, unsupervised online CPD still…

Machine Learning · Computer Science 2023-12-07 Zahra Atashgahi , Decebal Constantin Mocanu , Raymond Veldhuis , Mykola Pechenizkiy

A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of…

Machine Learning · Computer Science 2024-06-05 Anna-Christina Glock , Florian Sobieczky , Johannes Fürnkranz , Peter Filzmoser , Martin Jech

We introduce a new continual (or lifelong) learning algorithm called LDA-CP&S that performs segmentation tasks without undergoing catastrophic forgetting. The method is applied to two different surface defect segmentation problems that are…

Computer Vision and Pattern Recognition · Computer Science 2023-12-11 Aleksandr Dekhovich , Miguel A. Bessa
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