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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

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

Neural network methods are increasingly applied to solve phase transition problems, particularly in identifying critical points in non-equilibrium phase transitions, offering more convenience compared to traditional methods. In this paper,…

Statistical Mechanics · Physics 2025-03-12 Feng Gao , Jianmin Shen , Shanshan Wang , Wei Li , Dian Xu

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

When recording the movement of individual animals, cells or molecules one will often observe changes in their diffusive behaviour at certain points in time along their trajectory. In order to capture the different diffusive modes assembled…

Statistical Mechanics · Physics 2024-10-21 Henrik Seckler , Ralf Metzler

We consider the problem of breakpoint detection in a regression modeling framework. To that end, we introduce a novel method, the max-EM algorithm which combines a constrained Hidden Markov Model with the Classification-EM (CEM) algorithm.…

Computation · Statistics 2024-10-14 Modibo Diabaté , Grégory Nuel , Olivier Bouaziz

Multivariate time series anomaly detection is a very common problem in the field of failure prevention. Fast prevention means lower repair costs and losses. The amount of sensors in novel industry systems makes the anomaly detection process…

Machine Learning · Computer Science 2021-11-24 Kamil Faber , Dominik Żurek , Marcin Pietroń , Kamil Piętak

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

Branch-specific substitution models are popular for detecting evolutionary change-points, such as shifts in selective pressure. However, applying such models typically requires prior knowledge of change-point locations on the phylogeny or…

Populations and Evolution · Quantitative Biology 2026-05-06 Xiang Ji , Benjamin Redelings , Shuo Su , Hongcun Bao , Wu-Min Deng , Samuel L. Hong , Guy Baele , Philippe Lemey , Marc A. Suchard

We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…

Machine Learning · Statistics 2018-03-05 Yuta Umezu , Ichiro Takeuchi

Neuroevolution is one of the methodologies that can be used for learning optimal architecture during training. It uses evolutionary algorithms to generate the topology of artificial neural networks and its parameters. The main benefits are…

Neural and Evolutionary Computing · Computer Science 2022-08-30 M. Pietroń , D. Żurek , K. Faber , R. Corizzo

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

Online detection of instantaneous changes in the generative process of a data sequence generally focuses on retrospective inference of such change points without considering their future occurrences. We extend the Bayesian Online Change…

Machine Learning · Computer Science 2020-06-25 Diego Agudelo-España , Sebastian Gomez-Gonzalez , Stefan Bauer , Bernhard Schölkopf , Jan Peters

The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…

Dynamical Systems · Mathematics 2018-01-08 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

Changes in the structure of observed social and complex networks' structure can indicate a significant underlying change in an organization, or reflect the response of the network to an external event. Automatic detection of change points…

Social and Information Networks · Computer Science 2022-02-22 Hadar Miller , Osnat Mokryn

This paper addresses the challenges of fault prediction and delayed response in distributed systems by proposing an intelligent prediction method based on temporal feature learning. The method takes multi-dimensional performance metric…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-28 Yang Wang , Wenxuan Zhu , Xuehui Quan , Heyi Wang , Chang Liu , Qiyuan Wu

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

Statistics Theory · Mathematics 2008-01-08 Nathalie Akakpo

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension is large enough to be comparable to the sample size or even…

Methodology · Statistics 2023-11-07 Zhaoyuan Li , Jie Gao

This paper considers the prominent problem of change-point detection in regression. The study suggests a novel testing procedure featuring a fully data-driven calibration scheme. The method is essentially a black box, requiring no tuning…

Statistics Theory · Mathematics 2019-07-02 Valeriy Avanesov