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In many modern applications, large-scale sensor networks are used to perform statistical inference tasks. In this paper, we propose Bayesian methods for multiple change-point detection using a sensor network in which a fusion center (FC)…

Information Theory · Computer Science 2023-07-19 Eyal Nitzan , Topi Halme , Visa Koivunen

Detecting abrupt changes in data streams is crucial because they are often triggered by events that have important consequences if left unattended. Quickest change point detection has become a vital sequential analysis primitive that aims…

Quantum Physics · Physics 2023-10-23 Marco Fanizza , Christoph Hirche , John Calsamiglia

Multiple change point (MCP) detection in non-stationary time series is challenging due to the variety of underlying patterns. To address these challenges, we propose a novel algorithm that integrates Active Learning (AL) with Deep Gaussian…

Machine Learning · Computer Science 2025-05-28 Hao Zhao , Rong Pan

Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to…

Machine Learning · Statistics 2021-02-11 Daniele Zambon , Cesare Alippi , Lorenzo Livi

The extensive emergence of big data techniques has led to an increasing interest in the development of change-point detection algorithms that can perform well in a multivariate, possibly high-dimensional setting. In the current paper, we…

Methodology · Statistics 2022-11-15 Andreas Anastasiou , Angelos Papanastasiou

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

We consider sequential change-point detection in parallel data streams, where each stream has its own change point. Once a change is detected in a data stream, this stream is deactivated permanently. The goal is to maximize the normal…

Statistics Theory · Mathematics 2021-07-15 Yunxiao Chen , Xiaoou Li

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Statistics Theory · Mathematics 2016-12-06 Shanshan Cao , Yao Xie

The automatic detection of changes or anomalies between multispectral and hyperspectral images collected at different time instants is an active and challenging research topic. To effectively perform change-point detection in multitemporal…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Ricardo Augusto Borsoi , Cédric Richard , André Ferrari , Jie Chen , José Carlos Moreira Bermudez

The complexity of modern electro-mechanical systems require the development of sophisticated diagnostic methods like anomaly detection capable of detecting deviations. Conventional anomaly detection approaches like signal processing and…

Machine Learning · Computer Science 2025-01-07 Abhishek Srinivasan , Varun Singapuri Ravi , Juan Carlos Andresen , Anders Holst

Remote Sensing Change Detection (RS-CD) aims to detect relevant changes from Multi-Temporal Remote Sensing Images (MT-RSIs), which aids in various RS applications such as land cover, land use, human development analysis, and disaster…

Computer Vision and Pattern Recognition · Computer Science 2023-03-17 Wele Gedara Chaminda Bandara , Vishal M. Patel

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

Machine Learning · Computer Science 2026-04-23 Natalia Martinez Gil , Fearghal O'Donncha , Wesley M. Gifford , Nianjun Zhou , Dhaval C. Patel , Roman Vaculin

Detection of change-points in a sequence of high-dimensional observations is a very challenging problem, and this becomes even more challenging when the sample size (i.e., the sequence length) is small. In this article, we propose some…

Methodology · Statistics 2021-11-30 Trisha Dawn , Angshuman Roy , Alokesh Manna , Anil K. Ghosh

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

Falls are a major cause of injuries and deaths among older adults worldwide. Accurate fall detection can help reduce potential injuries and additional health complications. Different types of video modalities can be used in a home setting…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Stefan Denkovski , Shehroz S. Khan , Alex Mihailidis

This paper develops a novel change point identification method for high-dimensional data using random projections. By projecting high-dimensional time series into a one-dimensional space, we are able to leverage the rich literature for…

Methodology · Statistics 2026-03-04 Yi Xu , Yeonwoo Rho

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

Change-point analysis has been successfully applied to the detect changes in multivariate data streams over time. In many applications, when data are observed over a graph/network, change does not occur simultaneously but instead spread…

Methodology · Statistics 2023-06-21 Hanqing Cai , Tengyao Wang