English
Related papers

Related papers: Automatic Change-Point Detection in Time Series vi…

200 papers

We consider a popular online change-point problem of detecting a transient change in distributions of i.i.d. random variables. For this change-point problem, several change-point procedures are formulated and some advanced results for a…

Statistics Theory · Mathematics 2021-04-08 Jack Noonan

We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…

Methodology · Statistics 2022-09-12 Zifeng Zhao , Feiyu Jiang , Xiaofeng Shao

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…

Applications · Statistics 2019-01-25 Liyan Xie , Yao Xie , George V. Moustakides

Finding and localizing the conceptual changes in two scenes in terms of the presence or removal of objects in two images belonging to the same scene at different times in special care applications is of great significance. This is mainly…

Computer Vision and Pattern Recognition · Computer Science 2023-01-02 Ali Atghaei , Ehsan Rahnama , Kiavash Azimi , Hassan Shahbazi

Detecting critical transitions in complex, noisy time-series data is a fundamental challenge across science and engineering. Such transitions may be anticipated by the emergence of a low-dimensional order parameter, whose signature is often…

Machine Learning · Computer Science 2025-12-16 Wenqi Fang , Ye Li

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus

We present a novel, training-free approach to scene change detection. Our method leverages tracking models, which inherently perform change detection between consecutive frames of video by identifying common objects and detecting new or…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Kyusik Cho , Dong Yeop Kim , Euntai Kim

Change-point detection (CPD) is crucial for identifying abrupt shifts in data, which influence decision-making and efficient resource allocation across various domains. To address the challenges posed by the costly and time-intensive data…

Machine Learning · Computer Science 2023-12-07 Hao Zhao , Rong Pan

Sequential change-point detection seeks to rapidly identify distributional changes in streaming data while controlling false alarms. Existing multi-stream detection methods typically rely on non-private access to raw observations or…

Statistics Theory · Mathematics 2026-04-16 Lixing Zhang , Liyan Xie , Ruizhi Zhang

In many real-world application, e.g., speech recognition or sleep stage classification, data are captured over the course of time, constituting a Time-Series. Time-Series often contain temporal dependencies that cause two otherwise…

Machine Learning · Computer Science 2017-01-10 John Cristian Borges Gamboa

Data transformations (e.g. rotations, reflections, and cropping) play an important role in self-supervised learning. Typically, images are transformed into different views, and neural networks trained on tasks involving these views produce…

Machine Learning · Computer Science 2022-02-04 Chen Qiu , Timo Pfrommer , Marius Kloft , Stephan Mandt , Maja Rudolph

We consider online detection strategies for identifying a change point in a stream of quantum particles allegedly prepared in identical states. We show that the identification of the change point can be done without error via sequential…

Quantum Physics · Physics 2018-11-07 Gael Sentís , Esteban Martínez-Vargas , Ramon Muñoz-Tapia

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

Methodology · Statistics 2024-04-11 Ziyang Yang , Idris A. Eckley , Paul Fearnhead

Deep neural networks have excelled on a wide range of problems, from vision to language and game playing. Neural networks very gradually incorporate information into weights as they process data, requiring very low learning rates. If the…

A number of real world problems in many domains (e.g. sociology, biology, political science and communication networks) can be modeled as dynamic networks with nodes representing entities of interest and edges representing interactions…

Social and Information Networks · Computer Science 2017-06-06 Yu Wang , Aniket Chakrabarti , David Sivakoff , Srinivasan Parthasarathy

Change point detection has recently gained popularity as a method of detecting performance changes in software due to its ability to cope with noisy data. In this paper we present Hunter, an open source tool that automatically detects…

We study the detection of change-points in time series. The classical CUSUM statistic for detection of jumps in the mean is known to be sensitive to outliers. We thus propose a robust test based on the Wilcoxon two-sample test statistic.…

Statistics Theory · Mathematics 2013-04-10 Herold Dehling , Roland Fried , Isabel García , Martin Wendler

Compared with traditional seismic noise attenuation algorithms that depend on signal models and their corresponding prior assumptions, removing noise with a deep neural network is trained based on a large training set, where the inputs are…

Geophysics · Physics 2019-07-23 Siwei Yu , Jianwei Ma , Wenlong Wang

Non-stationary sequences arise naturally in control, forecasting, and decision-making. The data-generating process shifts at unknown times, and models must detect the change, discard or downweight obsolete evidence, and adapt to new…

Machine Learning · Computer Science 2026-04-21 Carson Dudley , Yutong Bi , Xiaofeng Liu , Samet Oymak

Identifying disturbances in network-coupled dynamical systems without knowledge of the disturbances or underlying dynamics is a problem with a wide range of applications. For example, one might want to know which nodes in the network are…

Machine Learning · Computer Science 2023-07-25 Per Sebastian Skardal , Juan G. Restrepo