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Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

Learning the dynamics of complex systems features a large number of applications in data science. Graph-based modeling and inference underpins the most prominent family of approaches to learn complex dynamics due to their ability to capture…

Signal Processing · Electrical Eng. & Systems 2018-07-06 Luis M. Lopez-Ramos , Daniel Romero , Bakht Zaman , Baltasar Beferull-Lozano

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

The worldwide growth of maritime traffic and the development of the Automatic Identification System (AIS) has led to advances in monitoring systems for preventing vessel accidents and detecting illegal activities. In this work, we describe…

Machine Learning · Computer Science 2019-08-15 Lucas May Petry , Amilcar Soares , Vania Bogorny , Stan Matwin

Tipping points occur in many real-world systems, at which the system shifts suddenly from one state to another. The ability to predict the occurrence of tipping points from time series data remains an outstanding challenge and a major…

Machine Learning · Computer Science 2024-12-10 Chengzuo Zhuge , Jiawei Li , Wei Chen

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

Online detection of instantaneous changes in the generative process of a data sequence generally focuses on retrospective inference of such change points without considering their future occurrences. We extend the Bayesian Online Change…

Machine Learning · Computer Science 2020-06-25 Diego Agudelo-España , Sebastian Gomez-Gonzalez , Stefan Bauer , Bernhard Schölkopf , Jan Peters

To ensure reliability and service availability, next-generation networks are expected to rely on automated anomaly detection systems powered by advanced machine learning methods with the capability of handling multi-dimensional data. Such…

Machine Learning · Computer Science 2026-01-07 Mahsa Raeiszadeh , Amin Ebrahimzadeh , Roch H. Glitho , Johan Eker , Raquel A. F. Mini

This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by…

Methodology · Statistics 2025-08-28 Carson McKee , Maria Kalli

Automatic detection of visual anomalies and changes in the environment has been a topic of recurrent attention in the fields of machine learning and computer vision over the past decades. A visual anomaly or change detection algorithm…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Sahar Salimpour , Jorge Peña Queralta , Tomi Westerlund

The change point is a moment of an abrupt alteration in the data distribution. Current methods for change point detection are based on recurrent neural methods suitable for sequential data. However, recent works show that transformers based…

Machine Learning · Computer Science 2022-04-19 Anna Dmitrienko , Evgenia Romanenkova , Alexey Zaytsev

Topological data analysis (TDA) provides a set of data analysis tools for extracting embedded topological structures from complex high-dimensional datasets. In recent years, TDA has been a rapidly growing field which has found success in a…

Methodology · Statistics 2022-03-09 Xiaojun Zheng , Simon Mak , Liyan Xie , Yao Xie

In modern business modeling and analytics, data monitoring plays a critical role. Nowadays, sophisticated models often rely on hundreds or even thousands of input variables. Over time, structural changes such as abrupt level shifts or trend…

Methodology · Statistics 2019-10-07 Yingbo Li , Robert Cezeaux , Di Yu

The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…

Dynamical Systems · Mathematics 2018-01-08 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation…

Machine Learning · Statistics 2015-03-20 Song Liu , Makoto Yamada , Nigel Collier , Masashi Sugiyama

This paper considers the problem of estimating a change point in the covariance matrix in a sequence of high-dimensional vectors, where the dimension is substantially larger than the sample size. A two-stage approach is proposed to…

Methodology · Statistics 2018-07-31 H. Dette , G. M. Pan , Q. Yang

This paper focuses on a novel approach for detecting moving objects during camera motion. We present an optical-flow-based transformation that yields a consistent 2D invariant image output regardless of time instants, range of points in 3D,…

Computer Vision and Pattern Recognition · Computer Science 2023-10-17 Daniel Raviv , Juan D. Yepes , Ayush Gowda

This paper considers the problem of detecting topology variations in dynamical networks. We consider a network whose behavior can be represented via a linear dynamical system. The problem of interest is then that of finding conditions under…

Systems and Control · Computer Science 2015-04-17 G. Battistelli , P. Tesi