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Reducing methane emissions from the oil and gas sector is a key component of short-term climate action. Emission reduction efforts are often conducted at the individual site-level, where being able to apportion emissions between a finite…

Applications · Statistics 2026-03-26 William S. Daniels , Douglas W. Nychka , Dorit M. Hammerling

Motivated by an example from remote sensing of gas emission sources, we derive two novel change point procedures for multivariate time series where, in contrast to classical change point literature, the changes are not required to be…

Methodology · Statistics 2020-04-07 Idris Eckley , Claudia Kirch , Silke Weber

Early detection of leaks in gas transmission systems is crucial for ensuring uninterrupted gas supply, enhancing operational efficiency, and minimizing environmental and economic risks. This study aims to develop an analytical method for…

Optimization and Control · Mathematics 2025-04-10 Ilgar Aliyev

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

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

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While…

Machine Learning · Statistics 2007-10-22 Ryan Prescott Adams , David J. C. MacKay

A Bayesian multiple change-point model is proposed to analyse violations of air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and carbon monoxide (CO). The model is built on the assumption that the occurrence of…

Applications · Statistics 2010-12-10 Janos Gyarmati-Szabo , Leonid V. Bogachev , Haibo Chen

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

We present a detection problem where several spatially distributed sensors observe Poisson signals emitted from a single source of unknown position. The measurements at each sensor are modeled by independent inhomogeneous Poisson processes.…

Statistics Theory · Mathematics 2018-06-19 Christian Farinetto , Yury A. Kutoyants , Alioune Top

This paper proposes a new minimum description length procedure to detect multiple changepoints in time series data when some times are a priori thought more likely to be changepoints. This scenario arises with temperature time series…

Methodology · Statistics 2019-05-14 Yingbo Li , Robert Lund , Anuradha Hewaarachchi

Identifying a gas source in turbulent environments presents a significant challenge for critical applications such as environmental monitoring and emergency response. This issue is addressed through an approach that combines distributed IoT…

We introduce a novel Bayesian method that can detect multiple structural breaks in the mean and variance of a length $T$ time-series. Our method quantifies uncertainty by returning $\alpha$-level credible sets around the estimated locations…

Methodology · Statistics 2025-07-14 Davis Berlind , Lorenzo Cappello , Oscar Hernan Madrid Padilla

Detecting a change point is a crucial task in statistics that has been recently extended to the quantum realm. A source state generator that emits a series of single photons in a default state suffers an alteration at some point and starts…

Online algorithms for detecting changepoints, or abrupt shifts in the behavior of a time series, are often deployed with limited resources, e.g., to edge computing settings such as mobile phones or industrial sensors. In these scenarios it…

Machine Learning · Statistics 2021-07-27 Gregory W. Gundersen , Diana Cai , Chuteng Zhou , Barbara E. Engelhardt , Ryan P. Adams

A novel approach to quantile estimation in multivariate linear regression models with change-points is proposed: the change-point detection and the model estimation are both performed automatically, by adopting either the quantile fused…

Statistics Theory · Mathematics 2019-04-10 Gabriela Ciuperca , Matus Maciak

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

When recording the movement of individual animals, cells or molecules one will often observe changes in their diffusive behaviour at certain points in time along their trajectory. In order to capture the different diffusive modes assembled…

Statistical Mechanics · Physics 2024-10-21 Henrik Seckler , Ralf Metzler

Although the applications of Non-Homogeneous Poisson Processes to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an…

Applications · Statistics 2023-09-15 Biviana Marcela Suárez-Sierra , Arrigo Coen , Carlos Alberto Taimal

When a predictive model is in production, it must be monitored in real-time to ensure that its performance does not suffer due to drift or abrupt changes to data. Ideally, this is done long before learning that the performance of the model…

In processing and manufacturing industries, there has been a large push to produce higher quality products and ensure maximum efficiency of processes. This requires approaches to effectively detect and resolve disturbances to ensure optimal…

Machine Learning · Statistics 2021-02-05 Weike Sun , Antonio R. C. Paiva , Peng Xu , Anantha Sundaram , Richard D. Braatz
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