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In this paper we investigate the problem of detecting dynamically evolving signals. We model the signal as an $n$ dimensional vector that is either zero or has $s$ non-zero components. At each time step $t\in \mathbb{N}$ the non-zero…

Statistics Theory · Mathematics 2017-11-15 Rui M. Castro , Ervin Tánczos

Unsupervised machine learning methods are used to identify structural changes using the melting point transition in classical molecular dynamics simulations as an example application of the approach. Dimensionality reduction and clustering…

Computational Physics · Physics 2018-12-06 Nicholas Walker , Ka-Ming Tam , Brian Novak , M. Jarrell

Soil moisture (SM) is referred to as a finite amount of water molecules within the pore spaces and it is a crucial parameter of Hydro-Meteorological processes. The behaviour of soil moisture water changes spatially and temporally in…

We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known…

Machine Learning · Statistics 2016-02-19 Yang Cao , Yao Xie , Nagi Gebraeel

Proteins are made of atoms constantly fluctuating, but can occasionally undergo large-scale changes. Such transitions are of biological interest, linking the structure of a protein to its function with a cell. Atomic-level simulations, such…

Computational Physics · Physics 2022-10-26 Amélie Chatelain , Elena Tommasone , Laurent Daudet , Iacopo Poli

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

To understand the non-equilibrium relaxation dynamics of a liquid droplet on a switchable substrate the interplay of different length- and time-scales needs to be understood. We present a method to map the microscopic information, resulting…

Fluid Dynamics · Physics 2022-08-01 Moritz Stieneker , Leon Topp , Svetlana Gurevich , Andreas Heuer

Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…

Statistics Theory · Mathematics 2020-01-22 Michal Pešta

Given real-time sensor data streams obtained from machines, how can we continuously predict when a machine failure will occur? This work aims to continuously forecast the timing of future events by analyzing multi-sensor data streams. A key…

Machine Learning · Computer Science 2026-01-16 Kota Nakamura , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai

High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence…

Machine Learning · Statistics 2022-04-13 Ruiyu Xu , Jianguo Wu , Xiaowei Yue , Yongxiang Li

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

Change-point detection and estimation procedures have been widely developed in the literature. However, commonly used approaches in change-point analysis have mainly been focusing on detecting change-points within an entire time series…

Methodology · Statistics 2024-05-27 Chak Fung Choi , Chunxue Li , Chun Yip Yau , Zifeng Zhao

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…

Machine Learning · Computer Science 2025-07-15 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

From infiltration of water into the soil during rainstorms to seasonal plant growth and death, the ecohydrological processes that are thought to be relevant to the formation of banded vegetation patterns in drylands occur across multiple…

Pattern Formation and Solitons · Physics 2020-06-24 Punit Gandhi , Sara Bonetti , Sarah Iams , Amilcare Porporato , Mary Silber

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While…

Machine Learning · Statistics 2007-10-22 Ryan Prescott Adams , David J. C. MacKay

Growing mixtures of annual arable crop species or genotypes is a promising way to improve crop production without increasing agricultural inputs. To design optimal crop mixtures, choices of species, genotypes, sowing proportion, plant…

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

Measuring sediment transport in riverbeds has long been a challenging research problem in geomorphology and river engineering. Traditional approaches rely on direct measurements using sediment samplers. Although such measurements are often…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Shakib Mustavee , Arvind Singh , Shaurya Agarwal

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

Dynamical Systems · Mathematics 2023-05-18 Sen Lin , Gianmarco Mengaldo , Romit Maulik

This paper proposes a moving sum methodology for detecting multiple change points in high-dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We…

Methodology · Statistics 2025-07-24 Matteo Barigozzi , Haeran Cho , Lorenzo Trapani