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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) 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 propose a framework for online Change Point Detection (CPD) from multi-entity, multivariate time series data, motivated by applications in crowd monitoring where traditional sensing methods (e.g., video surveillance) may be infeasible.…

Signal Processing · Electrical Eng. & Systems 2025-09-24 Bahar Kor , Bipin Gaikwad , Abani Patra , Eric L. Miller

Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…

Statistics Theory · Mathematics 2023-06-05 Haoyun Wang , Yao Xie

A change points detection aims to catch an abrupt disorder in data distribution. Common approaches assume that there are only two fixed distributions for data: one before and another after a change point. Real-world data are richer than…

Machine Learning · Computer Science 2022-04-18 Alexander Stepikin , Evgenia Romanenkova , Alexey Zaytsev

Detecting abrupt changes in data distribution is one of the most significant tasks in streaming data analysis. Although many unsupervised Change-Point Detection (CPD) methods have been proposed recently to identify those changes, they still…

Machine Learning · Computer Science 2024-04-26 Yang Cao , Ye Zhu , Kai Ming Ting , Flora D. Salim , Hong Xian Li , Luxing Yang , Gang Li

Sequential sensor data is generated in a wide variety of practical applications. A fundamental challenge involves learning effective classifiers for such sequential data. While deep learning has led to impressive performance gains in recent…

Machine Learning · Computer Science 2020-10-07 Nauman Ahad , Mark A. Davenport

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

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

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

Change point analysis is concerned with detecting and locating structure breaks in the underlying model of a sequence of observations ordered by time, space or other variables. A widely adopted approach for change point analysis is to…

Methodology · Statistics 2024-04-10 Xingchi Li , Xianyang Zhang

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

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

Change-point detection in a time series aims to discover the time points at which some unknown underlying physical process that generates the time-series data has changed. We found that existing approaches become less accurate when the…

Machine Learning · Computer Science 2020-08-04 Varsha Suresh , Wei Tsang Ooi

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…

Change-point detection (CPD) in high-dimensional, large-volume time series is challenging for statistical consistency, scalability, and interpretability. We introduce TimePred, a self-supervised framework that reduces multivariate CPD to…

Machine Learning · Computer Science 2025-12-19 Simon Leszek

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

The notion of concept drift refers to the phenomenon that the data generating distribution changes over time; as a consequence machine learning models may become inaccurate and need adjustment. In this paper we consider the problem of…

Machine Learning · Computer Science 2022-05-16 Fabian Hinder , André Artelt , Valerie Vaquet , Barbara Hammer
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