Related papers: Fast Online Changepoint Detection via Functional P…
This paper describes a new approach for using changepoint detection (CPD) to estimate the starting and stopping times of a forced oscillation (FO) in measured power system data. As with a previous application of CPD to this problem, the…
We generalize the quantum CUSUM (QUSUM) algorithm for quickest change-point detection, analyzed in finite dimensions by Fanizza, Hirche, and Calsamiglia (Phys. Rev. Lett. 131, 020602, 2023), to infinite-dimensional quantum systems. Our…
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…
Modern quantum devices require high-precision Hamiltonian dynamics, but environmental noise can cause calibrated Hamiltonian parameters to drift over time, necessitating expensive recalibration. Detecting when recalibration is needed is…
In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…
In this paper we study online change point detection in dynamic networks with time heterogeneous missing pattern within networks and dependence across the time course. The missingness probabilities, the entrywise sparsity of networks, the…
In many organisations, accurate forecasts are essential for making informed decisions for a variety of applications from inventory management to staffing optimization. Whatever forecasting model is used, changes in the underlying process…
In this paper, we develop an online change-point detection procedure in the covariance structure of high-dimensional data. A new stopping rule is proposed to terminate the process as early as possible when a change in covariance structure…
Online anomaly detection from a data stream is critical for the safety and security of many applications but is facing severe challenges due to complex and evolving data streams from IoT devices and cloud-based infrastructures.…
We study real-time detection of low-rank changes in the covariance structure of high-dimensional streaming data, motivated by robotic swarm monitoring. Building on the spiked covariance model, we propose the Multi-rank Subspace-CUSUM…
Data-driven functions for operation and management often require measurements collected through monitoring for model training and prediction. The number of data sources can be very large, which requires a significant communication and…
Current AI/ML methods for data-driven engineering use models that are mostly trained offline. Such models can be expensive to build in terms of communication and computing cost, and they rely on data that is collected over extended periods…
We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control…
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…
We propose a new method for changepoint estimation in partially-observed, high-dimensional time series that undergo a simultaneous change in mean in a sparse subset of coordinates. Our first methodological contribution is to introduce a…
We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…
We study the problem of change-point detection and localisation for functional data sequentially observed on a general d-dimensional space, where we allow the functional curves to be either sparsely or densely sampled. Data of this form…
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.…
Ensuring secure and reliable operations of the power grid is a primary concern of system operators. Phasor measurement units (PMUs) are rapidly being deployed in the grid to provide fast-sampled operational data that should enable quicker…