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We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Methodology · Statistics 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

This paper describes a novel approach to change-point detection when the observed high-dimensional data may have missing elements. The performance of classical methods for change-point detection typically scales poorly with the…

Machine Learning · Statistics 2015-06-11 Yao Xie , Jiaji Huang , Rebecca Willett

Big data problems frequently require processing datasets in a streaming fashion, either because all data are available at once but collectively are larger than available memory or because the data intrinsically arrive one data point at a…

Computation · Statistics 2018-08-08 Andrea Giovannucci , Victor Minden , Cengiz Pehlevan , Dmitri B. Chklovskii

Big data analytic applications using phasor measurements help improve the situation awareness of grid operators to better operate and control the system. Phasor measurement unit (PMU) data from actual grids is viewed as highly confidential…

Systems and Control · Electrical Eng. & Systems 2019-09-10 Ti Xu , Hanyue Li , Adam B. Birchfield , Thomas J. Overbye

Many modern applications of online changepoint detection require the ability to process high-frequency observations, sometimes with limited available computational resources. Online algorithms for detecting a change in mean often involve…

Methodology · Statistics 2023-04-12 Gaetano Romano , Idris Eckley , Paul Fearnhead , Guillem Rigaill

This article presents a selective survey of algorithms for the offline detection of multiple change points in multivariate time series. A general yet structuring methodological strategy is adopted to organize this vast body of work. More…

Computational Engineering, Finance, and Science · Computer Science 2020-07-14 Charles Truong , Laurent Oudre , Nicolas Vayatis

The rapid growth of Cloud Computing and Internet of Things (IoT) has significantly increased the interconnection of computational resources, creating an environment where malicious software (malware) can spread rapidly. To address this…

Software Engineering · Computer Science 2026-01-16 Themistoklis Diamantopoulos , Dimosthenis Natsos , Andreas L. Symeonidis

The use of phasor angle measurements provided by phasor measurement units (PMUs) in fault detection is regarded as a promising method in identifying locations of power line outages. However, communication errors or system malfunctions may…

Systems and Control · Computer Science 2016-11-17 Wen-Tai Li , Chao-Kai Wen , Jung-Chieh Chen , Kai-Kit Wong , Jen-Hao Teng , Chau Yuen

Large volume of networked streaming event data are becoming increasingly available in a wide variety of applications, such as social network analysis, Internet traffic monitoring and healthcare analytics. Streaming event data are discrete…

Machine Learning · Computer Science 2016-09-20 Shuang Li , Yao Xie , Mehrdad Farajtabar , Apurv Verma , Le Song

The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measurements to maintain a comprehensive view of the…

Optimization and Control · Mathematics 2020-01-09 Jianhan Song , Emiliano Dall'Anese , Andrea Simonetto , Hao Zhu

Large-scale integration of distributed energy resources into residential distribution feeders necessitates careful control of their operation through power flow analysis. While the knowledge of the distribution system model is crucial for…

Machine Learning · Computer Science 2020-09-16 Omid Ardakanian , Vincent W. S. Wong , Roel Dobbe , Steven H. Low , Alexandra von Meier , Claire Tomlin , Ye Yuan

Diffusion on complex networks is a convenient framework to simulate a great variety of transport systems. The effects of failures in the network links may be used to cascade phenomena or the congestion formation in the system. A real time…

Physics and Society · Physics 2026-05-26 Edoardo Rolando , Armando Bazzani

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

Methodology · Statistics 2024-11-07 C. Dion-Blanc , D. Hawat , E. Lebarbier , S. Robin

Online change-point detection (OCPD) is important for application in various areas such as finance, biology, and the Internet of Things (IoT). However, OCPD faces major challenges due to high-dimensionality, and it is still rarely studied…

Machine Learning · Statistics 2019-06-10 Yang-Wen Sun , Katerina Papagiannouli , Vladmir Spokoiny

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

Methodology · Statistics 2025-02-28 Tingnan Gong , Seong-Hee Kim , Yao Xie

The maintenance of big cities public transport service quality requires constant monitoring, which may become an expensive and time-consuming practice. The perception of quality, from the users point of view is an important aspect of…

Computers and Society · Computer Science 2017-05-11 Vasco Furtado , Carlos Caminha , Elizabeth Furtado , André Lopes , Victor Dantas , Caio Ponte , Sofia Cavalcante

In many applications, it is often of practical and scientific interest to detect anomaly events in a streaming sequence of high-dimensional or non-Euclidean observations. We study a non-parametric framework that utilizes nearest neighbor…

Methodology · Statistics 2022-10-25 Lynna Chu , Hao Chen

Online changepoint detection aims to detect anomalies and changes in real-time in high-frequency data streams, sometimes with limited available computational resources. This is an important task that is rooted in many real-world…

Methodology · Statistics 2024-01-12 Gaetano Romano , Idris A Eckley , Paul Fearnhead

The paper describes a distributed under-frequency load shedding and load restoration scheme, that exploits frequency and Rate-of-Change-of-Frequency (ROCOF) measurements produced by Phasor Measurement Units (PMUs) as detectors of a large…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Asja Derviškadić , Yihui Zuo , Guglielmo Frigo , Mario Paolone