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It is well known that the conventional cumulative sum (CUSUM) test suffers from low power and large detection delay. In order to improve the power of the test, we propose two alternative statistics. The backward CUSUM detector considers the…

Econometrics · Economics 2022-04-13 Sven Otto , Jörg Breitung

Detecting weak clustered signal in spatial data is important but challenging in applications such as medical image and epidemiology. A more efficient detection algorithm can provide more precise early warning, and effectively reduce the…

Methodology · Statistics 2019-04-09 Xin Zhang , Zhengyuan Zhu

Universal compression algorithms have been studied in the past for sequential change detection, where they have been used to estimate the post-change distribution in the modified version of the Cumulative Sum (CUSUM) Test. In this paper, we…

Information Theory · Computer Science 2021-12-15 Vikrant Malik , R. K. Bansal

In this paper, we propose a novel Temporal Sequence-Aware Model (TSAM) for few-shot action recognition (FSAR), which incorporates a sequential perceiver adapter into the pre-training framework, to integrate both the spatial information and…

Computer Vision and Pattern Recognition · Computer Science 2024-08-23 Bozheng Li , Mushui Liu , Gaoang Wang , Yunlong Yu

Multivariate time series may be subject to partial structural changes over certain frequency band, for instance, in neuroscience. We study the change point detection problem with high dimensional time series, within the framework of…

Methodology · Statistics 2024-05-31 Xinyu Zhang , Kung-Sik Chan

This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled a general Ito…

Information Theory · Computer Science 2016-11-15 Olympia Hadjiliadis , Tobias Schaefer , H. Vincent Poor

Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their…

Signal Processing · Electrical Eng. & Systems 2019-01-09 Qinghua Liu , Rui Zhang , Yao Xie

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

The event camera is a novel bio-inspired vision sensor. When the brightness change exceeds the preset threshold, the sensor generates events asynchronously. The number of valid events directly affects the performance of event-based tasks,…

Computer Vision and Pattern Recognition · Computer Science 2022-08-24 Xijie Xiang , Lin Zhu , Jianing Li , Yonghong Tian , Tiejun Huang

A vector-valued model-based cumulative sum (CUSUM) procedure is proposed for identifying faulty/falsified sensor measurements. First, given the system dynamics, we derive tools for tuning the CUSUM procedure in the fault/attack free case to…

Systems and Control · Computer Science 2017-10-13 Carlos Murguia , Justin Ruths

Quickest change detection (QCD) is a fundamental problem in many applications. Given a sequence of measurements that exhibits two different distributions around a certain flipping point, the goal is to detect the change in distribution…

Information Theory · Computer Science 2020-01-23 Ahmed Badawy , Ahmed El Shafie , Tamer Khattab

Time series segmentation, a.k.a. multiple change-point detection, is a well-established problem. However, few solutions are designed specifically for high-dimensional situations. In this paper, our interest is in segmenting the second-order…

Methodology · Statistics 2016-11-29 Haeran Cho , Piotr Fryzlewicz

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

Monitoring time-between-events (TBE) data, where the goal is to track the time between consecutive events, has important applications across various fields. Many existing schemes for monitoring multivariate TBE data suffer from inherent…

Methodology · Statistics 2025-09-03 Gokul Parakulum , Jun Li

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

Sequential change-point detection plays a critical role in numerous real-world applications, where timely identification of distributional shifts can greatly mitigate adverse outcomes. Classical methods commonly rely on parametric density…

Machine Learning · Statistics 2025-01-23 Wenbin Zhou , Liyan Xie , Zhigang Peng , Shixiang Zhu

Motivated by the sequential detection of false data injection attacks (FDIAs) in a dynamic smart grid, we consider a more general problem of sequentially detecting time-varying FDIAs in dynamic linear regression models. The unknown…

Information Theory · Computer Science 2018-11-14 Jiangfan Zhang , Xiaodong Wang

An energy efficient distributed Change Detection scheme based on Page's CUSUM algorithm was presented in \cite{icassp}. In this paper we consider a nonparametric version of this algorithm. In the algorithm in \cite{icassp}, each sensor runs…

Information Theory · Computer Science 2009-08-17 Taposh Banerjee , Vinod Sharma