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Timeseries generated from a dynamical source can often be modeled as sample paths of a stochastic differential equation (SDE). The timeseries thus reflects the motion of a particle which flows along the direction provided by a drift /…

Dynamical Systems · Mathematics 2025-11-03 Suddhasattwa Das

Uncertain changes in data streams present challenges for machine learning models to dynamically adapt and uphold performance in real-time. Particularly, classification boundary change, also known as real concept drift, is the major cause of…

Machine Learning · Computer Science 2024-05-24 Feng Gu , Jie Lu , Zhen Fang , Kun Wang , Guangquan Zhang

Networks of low-cost sensors are becoming ubiquitous, but often suffer from poor accuracies and drift. Regular colocation with reference sensors allows recalibration but is complicated and expensive. Alternatively the calibration can be…

Air and water pollution are major threats to public health, highlighting the need for reliable environmental monitoring. Low-cost multisensor systems are promising but suffer from limited selectivity, because their responses are influenced…

Applications · Statistics 2025-07-08 Marine Dumon , Berengere Lebental , Guillaume Perrin

We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…

Machine Learning · Computer Science 2023-10-31 Alessio Mazzetto , Eli Upfal

We present a straightforward statistical test to detect certain violations of the assumption that the data are Independent and Identically Distributed (IID). The specific form of violation considered is common across real-world…

Machine Learning · Computer Science 2023-05-26 Jesse Cummings , Elías Snorrason , Jonas Mueller

A trained ML model is deployed on another `test' dataset where target feature values (labels) are unknown. Drift is distribution change between the training and deployment data, which is concerning if model performance changes. For a…

Applications · Statistics 2022-09-07 Samuel Ackerman , Eitan Farchi , Orna Raz , Marcel Zalmanovici , Parijat Dube

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

Sensor drift is a well-known issue in the field of sensors and measurement and has plagued the sensor community for many years. In this paper, we propose a sensor drift correction method to deal with the sensor drift problem. Specifically,…

Machine Learning · Computer Science 2019-12-02 Zhengkun Yi , Cheng Li

Nonparametric Instrumental Variables (NPIV) analysis is based on a conditional moment restriction. We show that if this moment condition is even slightly misspecified, say because instruments are not quite valid, then NPIV estimates can be…

Econometrics · Economics 2022-12-13 Ben Deaner

Real-world applications have been dealing with large amounts of data that arrive over time and generally present changes in their underlying joint probability distribution, i.e., concept drift. Concept drift can be subdivided into two…

Machine Learning · Computer Science 2021-02-12 Gustavo Oliveira , Leandro Minku , Adriano Oliveira

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

Within the nonparametric diffusion model, we develop a multiple test to infer about similarity of an unknown drift $b$ to some reference drift $b_0$: At prescribed significance, we simultaneously identify those regions where violation from…

Statistics Theory · Mathematics 2024-04-17 Johannes Brutsche , Angelika Rohde

The dynamicity of real-world systems poses a significant challenge to deployed predictive machine learning (ML) models. Changes in the system on which the ML model has been trained may lead to performance degradation during the system's…

Machine Learning · Computer Science 2022-03-22 Firas Bayram , Bestoun S. Ahmed , Andreas Kassler

Business processes are prone to unexpected changes, as process workers may suddenly or gradually start executing a process differently in order to adjust to changes in workload, season, or other external factors. Early detection of business…

Artificial Intelligence · Computer Science 2020-05-11 Abderrahmane Maaradji , Marlon Dumas , Marcello La Rosa , Alireza Ostovar

The ability to detect when a system undergoes an incipient fault is of paramount importance in preventing a critical failure. Classic methods for fault detection (including model-based and data-driven approaches) rely on thresholding error…

Signal Processing · Electrical Eng. & Systems 2025-02-13 Camilo Ramírez , Jorge F. Silva , Ferhat Tamssaouet , Tomás Rojas , Marcos E. Orchard

Inertial navigation systems (INS) are widely used in almost any operational environment, including aviation, marine, and land vehicles. Inertial measurements from accelerometers and gyroscopes allow the INS to estimate position, velocity,…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Daniel Engelsman , Yair Stolero , Itzik Klein

The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. We are interested in an identification of those features, that are most relevant for the observed drift.…

Machine Learning · Computer Science 2020-12-02 Fabian Hinder , Jonathan Jakob , Barbara Hammer

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

The analysis of continuously spatially varying processes usually considers two sources of variation, namely, the large-scale variation collected by the trend of the process, and the small-scale variation. Parametric trend models on latitude…