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Change-points in time series data are usually defined as the time instants at which changes in their properties occur. Detecting change-points is critical in a number of applications as diverse as detecting credit card and insurance frauds,…

Signal Processing · Electrical Eng. & Systems 2021-09-10 André Ferrari , Cédric Richard , Anthony Bourrier , Ikram Bouchikhi

In time series data analysis, detecting change points on a real-time basis (online) is of great interest in many areas, such as finance, environmental monitoring, and medicine. One promising means to achieve this is the Bayesian online…

Machine Learning · Statistics 2022-01-10 Ginga Yoshizawa

The paper studies the problem of detecting and locating change points in multivariate time-evolving data. The problem has a long history in statistics and signal processing and various algorithms have been developed primarily for simple…

Machine Learning · Statistics 2025-03-13 Jialiang Geng , George Michailidis

Wearable devices enable theoretically continuous, longitudinal monitoring of physiological measurements like step count, energy expenditure, and heart rate. Although the classification of abnormal cardiac rhythms such as atrial fibrillation…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Jessica Torres Soto , Euan Ashley

Motivated by an increasing demand for models that can effectively describe features of complex multivariate time series, e.g. from sensor data in biomechanics, motion analysis, and sports science, we introduce a novel state-space modeling…

Methodology · Statistics 2025-06-23 Alice Giampino , Bernardo Nipoti , Marina Vannucci , Michele Guindani

With tens of thousands of electrocardiogram (ECG) records processed by mobile cardiac event recorders every day, heart rhythm classification algorithms are an important tool for the continuous monitoring of patients at risk. We utilise an…

Machine Learning · Computer Science 2020-12-14 Patrick Schwab , Gaetano Scebba , Jia Zhang , Marco Delai , Walter Karlen

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

Heart rate (HR) detection from ballistocardiogram (BCG) signals is challenging because the signal morphology can vary between and within-subjects. Also, it differs from one sensor to another. Hence, it is essential to evaluate HR detection…

Signal Processing · Electrical Eng. & Systems 2021-08-11 Ibrahim Sadek , Bessam Abdulrazak

An important paradigm in smart health is developing diagnosis tools and monitoring a patient's heart activity through processing Electrocardiogram (ECG) signals is a key example, sue to high mortality rate of heart-related disease. However,…

Signal Processing · Electrical Eng. & Systems 2018-11-02 Jiaming Chen , Ali Valehi , Abolfazl Razi

High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…

Methodology · Statistics 2019-03-19 Jun Li , Minya Xu , Ping-Shou Zhong , Lingjun 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

Except for a few specific types, cardiac arrhythmias are not immediately life-threatening. However, if not treated appropriately, they can cause serious complications. In particular, atrial fibrillation, which is characterized by fast and…

Machine Learning · Computer Science 2020-10-08 Jérôme Van Zaen , Ricard Delgado-Gonzalo , Damien Ferrario Mathieu Lemay

Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…

Statistics Theory · Mathematics 2023-06-05 Haoyun Wang , Yao Xie

Electrocardiogram (ECG) signal is the most commonly used non-invasive tool in the assessment of cardiovascular diseases. Segmentation of the ECG signal to locate its constitutive waves, in particular the R-peaks, is a key step in ECG…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Atiyeh Fotoohinasab , Toby Hocking , Fatemeh Afghah

This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint research on correlated data has accelerated recently.…

Methodology · Statistics 2021-01-07 Xueheng Shi , Colin Gallagher , Robert Lund , Rebecca Killick

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

Heart disease is a serious global health issue that claims millions of lives every year. Early detection and precise prediction are critical to the prevention and successful treatment of heart related issues. A lot of research utilizes…

Machine Learning · Computer Science 2024-07-30 Rahul Karmakar , Udita Ghosh , Arpita Pal , Sattwiki Dey , Debraj Malik , Priyabrata Sain

Cardiovascular disease and chronic kidney disease are major complications of diabetes, leading to high morbidity and mortality. Early detection of these conditions is critical, yet traditional diagnostic markers often lack sensitivity in…

Other Quantitative Biology · Quantitative Biology 2025-10-20 Syed Ibad Hasnain

We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially…

Machine Learning · Computer Science 2020-10-08 Michalis K. Titsias , Jakub Sygnowski , Yutian Chen

Clinical decision support systems (CDSSs) have been widely utilized to support the decisions made by cardiologists when detecting and classifying arrhythmia from electrocardiograms (ECGs). However, forming a CDSS for the arrhythmia…

Signal Processing · Electrical Eng. & Systems 2023-10-16 Yun Kwan Kim , Minji Lee , Kunwook Jo , Hee Seok Song , Seong-Whan Lee