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Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a…
Change-point detection (CPD), which detects abrupt changes in the data distribution, is recognized as one of the most significant tasks in time series analysis. Despite the extensive literature on offline CPD, unsupervised online CPD still…
Given a sequence of random (directed and weighted) graphs, we address the problem of online monitoring and detection of changes in the underlying data distribution. Our idea is to endow sequential change-point detection (CPD) techniques…
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…
Near real time change detection is important for a variety of Earth monitoring applications and remains a high priority for remote sensing science. Data sparsity, subtle changes, seasonal trends, and the presence of outliers make detecting…
Online change-point detection (OCPD) is important for application in various areas such as finance, biology, and the Internet of Things (IoT). However, OCPD faces major challenges due to high-dimensionality, and it is still rarely studied…
Financial order flow exhibits a remarkable level of persistence, wherein buy (sell) trades are often followed by subsequent buy (sell) trades over extended periods. This persistence can be attributed to the division and gradual execution of…
In safety-critical Cyber-Physical Systems (CPS), accurate trajectory prediction provides vital guidance for downstream planning and control, yet although deep learning models achieve high-fidelity forecasts on validation data, their…
Change point detection (CPD) aims to locate abrupt property changes in time series data. Recent CPD methods demonstrated the potential of using deep learning techniques, but often lack the ability to identify more subtle changes in the…
Leakages are a major risk in water distribution networks as they cause water loss and increase contamination risks. Leakage detection is a difficult task due to the complex dynamics of water distribution networks. In particular, small…
Recently, the application of computer vision for anomaly detection has been under attention in several industrial fields. An important example is oil pipeline defect detection. Failure of one oil pipeline can interrupt the operation of the…
We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control…
Early detection of leaks in gas transmission systems is crucial for ensuring uninterrupted gas supply, enhancing operational efficiency, and minimizing environmental and economic risks. This study aims to develop an analytical method for…
In the educational domain, identifying students at risk of dropping out is essential for allowing educators to intervene effectively, improving both academic outcomes and overall student well-being. Data in educational settings often…
Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…
Online change detection (OCD) aims to rapidly identify change points in streaming data and is critical in applications such as power system monitoring, wireless network sensing, and financial anomaly detection. Existing OCD methods…
The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…
In carbon capture and sequestration, developing effective monitoring methods is needed to detect and respond to CO2 leakage. CO2 leakage detection methods rely on geophysical observations and monitoring sensor network. However, traditional…
In the analysis of sequential data, the detection of abrupt changes is important in predicting future changes. In this paper, we propose statistical hypothesis tests for detecting covariance structure changes in locally smooth time series…
Radar must adapt to changing environments, and we propose changepoint detection as a method to do so. In the world of increasingly congested radio frequencies, radars must adapt to avoid interference. Many radar systems employ the…