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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

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…

Machine Learning · Computer Science 2023-12-01 Lei Xin , George Chiu , Shreyas Sundaram

Fault detection is crucial in industrial systems to prevent failures and optimize performance by distinguishing abnormal from normal operating conditions. Data-driven methods have been gaining popularity for fault detection tasks as the…

Machine Learning · Computer Science 2024-06-12 Han Sun , Kevin Ammann , Stylianos Giannoulakis , Olga Fink

We propose TrendSegment, a methodology for detecting multiple change-points corresponding to linear trend changes in one dimensional data. A core ingredient of TrendSegment is a new Tail-Greedy Unbalanced Wavelet transform: a conditionally…

Methodology · Statistics 2023-01-09 Hyeyoung Maeng , Piotr Fryzlewicz

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

In this paper, we present a new approach for analyzing gene expression data that builds on topological characteristics of time series. Our goal is to identify cell cycle regulated genes in micro array dataset. We construct a point cloud out…

Quantitative Methods · Quantitative Biology 2014-10-03 Saba Emrani , Hamid Krim

The widespread use of machine learning algorithms calls for automatic change detection algorithms to monitor their behavior over time. As a machine learning algorithm learns from a continuous, possibly evolving, stream of data, it is…

Machine Learning · Statistics 2021-06-29 Lang Liu , Joseph Salmon , Zaid Harchaoui

In Continual Learning (CL) contexts, concept drift typically refers to the analysis of changes in data distribution. A drift in the input data can have negative consequences on a learning predictor and the system's stability. The majority…

Machine Learning · Computer Science 2024-10-23 Sebastian Basterrech

A failure detection system is the first step towards predictive maintenance strategies. A popular data-driven method to detect incipient failures and anomalies is the training of normal behaviour models by applying a machine learning…

Machine Learning · Computer Science 2021-06-21 Iñigo Martinez , Elisabeth Viles , Iñaki Cabrejas

Large volumes of spatiotemporal data, characterized by high spatial and temporal variability, may experience structural changes over time. Unlike traditional change-point problems, each sequence in this context consists of function-valued…

Methodology · Statistics 2025-06-12 Fengyi Song , Decai Liang , Changliang Zou

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

In applied machine learning, concept drift, which is either gradual or abrupt changes in data distribution, can significantly reduce model performance. Typical detection methods,such as statistical tests or reconstruction-based models,are…

Machine Learning · Computer Science 2025-08-12 N Harshit , K Mounvik

By informing the onset of the degradation process, health status evaluation serves as a significant preliminary step for reliable remaining useful life (RUL) estimation of complex equipment. This paper proposes a novel temporal dynamics…

Machine Learning · Computer Science 2024-01-10 Anushiya Arunan , Yan Qin , Xiaoli Li , Chau Yuen

Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the…

Methodology · Statistics 2023-10-13 Yuzhao Zhang , Jingnan Zhang , Yifan Sun , Junhui Wang

We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…

Methodology · Statistics 2018-05-01 Hao Chen

The problem of detecting changes in firing patterns in neural data is studied. The problem is formulated as a quickest change detection problem. Important algorithms from the literature are reviewed. A new algorithmic technique is discussed…

Signal Processing · Electrical Eng. & Systems 2018-09-05 Taposh Banerjee , Stephen Allsop , Kay M. Tye , Demba Ba , Vahid Tarokh

This paper proposes a novel approach for detecting the topology of distribution networks based on the analysis of time series measurements. The time-based analysis approach draws on data from high-precision phasor measurement units (PMUs or…

Systems and Control · Computer Science 2015-04-23 Guido Cavraro , Reza Arghandeh , Alexandra von Meier

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

Machine learning models are essential tools in various domains, but their performance can degrade over time due to changes in data distribution or other factors. On one hand, detecting and addressing such degradations is crucial for…

Machine Learning · Computer Science 2023-09-28 Florian Heinrichs

Phenomenological (P-type) bifurcations are qualitative changes in stochastic dynamical systems whereby the stationary probability density function (PDF) changes its topology. The current state of the art for detecting these bifurcations…

Algebraic Topology · Mathematics 2024-06-10 Sunia Tanweer , Firas A. Khasawneh
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