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The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…

Machine Learning · Computer Science 2023-12-01 Lei Xin , George Chiu , Shreyas Sundaram

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

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Methodology · Statistics 2011-01-24 Xiaoping Shi , Yuehua Wu , Baisuo Jin

In a constant evolving world, change detection is of prime importance to keep updated maps. To better sense areas with complex geometry (urban areas in particular), considering 3D data appears to be an interesting alternative to classical…

Computer Vision and Pattern Recognition · Computer Science 2024-10-28 Iris de Gélis , Sébastien Lefèvre , Thomas Corpetti

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

There is a vast body of literature related to methods for detecting changepoints (CP). However, less attention has been paid to assessing the statistical reliability of the detected CPs. In this paper, we introduce a novel method to perform…

Machine Learning · Statistics 2021-02-23 Vo Nguyen Le Duy , Hiroki Toda , Ryota Sugiyama , Ichiro Takeuchi

In the educational domain, identifying students at risk of dropping out is essential for allowing educators to intervene effectively, improving both academic outcomes and overall student well-being. Data in educational settings often…

Computers and Society · Computer Science 2025-03-11 Jiabei Cheng , Zhen-Qun Yang , Jiannong Cao , Yu Yang , Kai Cheung Franky Poon , Daniel Lai

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

In the realm of control systems, model predictive control (MPC) has exhibited remarkable potential; however, its reliance on accurate models and substantial computational resources has hindered its broader application, especially within…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Amin Vahidi-Moghaddam , Kaian Chen , Kaixiang Zhang , Zhaojian Li , Yan Wang , Kai Wu

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

Dynamical Systems · Mathematics 2023-05-18 Sen Lin , Gianmarco Mengaldo , Romit Maulik

An early warning of future system failure is essential for conducting predictive maintenance and enhancing system availability. This paper introduces a three-step framework for assessing system health to predict imminent system breakdowns.…

Machine Learning · Computer Science 2024-11-26 Hao Zhao , Rong Pan

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

Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…

Methodology · Statistics 2024-05-27 Victor K. Khamesi , Niall M. Adams , Dean A. Bodenham , Edward A. K. Cohen

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

Detecting and localizing change points in sequential data is of interest in many areas of application. Various notions of change points have been proposed, such as changes in mean, variance, or the linear regression coefficient. In this…

Methodology · Statistics 2024-03-20 Shimeng Huang , Jonas Peters , Niklas Pfister

Existing online change-point detection (CPD) methods rely on fixed-dimensional Euclidean summaries, implicitly assuming that distributional changes are well captured by moment-based or feature-based representations. They can obscure…

Methodology · Statistics 2026-05-25 Yingyan Zeng , Yujing Huang , Xiaoyu Chen

Simulation is a common approach to predict the effect of business process changes on quantitative performance. The starting point of Business Process Simulation (BPS) is a process model enriched with simulation parameters. To cope with the…

Software Engineering · Computer Science 2024-08-27 Orlenys López-Pintado , Serhii Murashko , Marlon Dumas

Change point detection algorithms have numerous applications in fields of scientific and economic importance. We consider the problem of change point detection on compositional multivariate data (each sample is a probability mass function),…

Applications · Statistics 2019-01-16 Prabuchandran K. J. , Nitin Singh , Pankaj Dayama , Vinayaka Pandit

Business process simulation is a well-known approach to estimate the impact of changes to a process with respect to time and cost measures -- a practice known as what-if process analysis. The usefulness of such estimations hinges on the…

Artificial Intelligence · Computer Science 2022-07-14 Manuel Camargo , Marlon Dumas , Oscar González-Rojas

Particle tracking is commonly used to study time-dependent behavior in many different types of physical and chemical systems involving constituents that span many length scales, including atoms, molecules, nanoparticles, granular particles,…

Computational Physics · Physics 2024-08-06 Brandon L. Butler , Domagoj Fijan , Sharon C. Glotzer