Related papers: Detecting Edgeworth Cycles
Time series often contain outliers and level shifts or structural changes. These unexpected events are of the utmost importance in fraud detection, as they may pinpoint suspicious transactions. The presence of such unusual events can easily…
Broad spectrum of urban activities including mobility can be modeled as temporal networks evolving over time. Abrupt changes in urban dynamics caused by events such as disruption of civic operations, mass crowd gatherings, holidays and…
We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…
Syndromic surveillance systems continuously monitor multiple pre-diagnostic daily streams of indicators from different regions with the aim of early detection of disease outbreaks. The main objective of these systems is to detect outbreaks…
Existing performance measures rank delineation algorithms inconsistently, which makes it difficult to decide which one is best in any given situation. We show that these inconsistencies stem from design flaws that make the metrics…
In the \emph{incremental cycle detection} problem arcs are added to a directed acyclic graph and the algorithm has to report if the new arc closes a cycle. One seeks to minimize the total time to process the entire sequence of arc…
Klaassen in (Klaassen 2015) proposed a method for the detection of data manipulation given the means and standard deviations for the cells of a oneway ANOVA design. This comment critically reviews this method. In addition, inspired by this…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
We develop a novel peak detection algorithm for the analysis of comprehensive two-dimensional gas chromatography time-of-flight mass spectrometry (GC$\times$GC-TOF MS) data using normal-exponential-Bernoulli (NEB) and mixture probability…
Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…
Automated vehicles promise to enhance transportation safety and efficiency. However, ensuring their reliability in real-world conditions remains challenging, particularly due to rare and unexpected situations known as edge cases. While…
Image-based systems have gained popularity owing to their capacity to provide rich manufacturing status information, low implementation costs and high acquisition rates. However, the complexity of the image background and various anomaly…
Throttling is a popular method of budget management for online ad auctions in which the platform modulates the participation probability of an advertiser in order to smoothly spend her budget across many auctions. In this work, we…
Climate change has emerged as a significant global concern, attracting increasing attention worldwide. While green bubbles may be examined through a social bubble hypothesis, it is essential not to neglect a Climate Minsky moment triggered…
Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of L\'evy…
Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…
We propose an interpretable machine learning framework to help identify trade data discrepancies that are challenging to detect with traditional methods. Our system analyzes trade data to find a novel inverse price-volume signature, a…
With the rapid development of information and communication technology (ICT), taxi business becomes a typical electronic commerce mode. However, one traditional problem still exists in taxi service, that greedy taxi drivers may deliberately…
We develop a market model in which products generate state-dependent potential hidden charges. Firms differ in their ability to realize this potential. Unlike firms, consumers do not observe the state. They try to infer hidden charges from…
Many robotics applications require alignment and fusion of observations obtained at multiple views to form a global model of the environment. Multi-way data association methods provide a mechanism to improve alignment accuracy of pairwise…