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Related papers: Single Changepoint Procedures

200 papers

We propose a location-adaptive self-normalization (SN) based test for change points in time series. The SN technique has been extensively used in change-point detection for its capability to avoid direct estimation of nuisance parameters.…

Methodology · Statistics 2023-08-10 Linlin Dai , Rui She

This paper considers the detection of change points in parallel data streams, a problem widely encountered when analyzing large-scale real-time streaming data. Each stream may have its own change point, at which its data has a…

Methodology · Statistics 2023-01-18 Zexian Lu , Yunxiao Chen , Xiaoou Li

In this review, the state-of-the-art for goodness-of-fit testing for spatial point processes is summarized. Test statistics based on classical functional summary statistics and recent contributions from topological data analysis are…

Methodology · Statistics 2025-01-08 Chiara Fend , Claudia Redenbach

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…

Methodology · Statistics 2021-07-07 Ruby Anne E. Lemence , Erniel B. Barrios

While previous distribution shift detection approaches can identify if a shift has occurred, these approaches cannot localize which specific features have caused a distribution shift -- a critical step in diagnosing or fixing any underlying…

Machine Learning · Computer Science 2021-07-16 Sean Kulinski , Saurabh Bagchi , David I. Inouye

Many modern applications require detecting change points in complex sequential data. Most existing methods for change point detection are unsupervised and, as a consequence, lack any information regarding what kind of changes we want to…

Machine Learning · Computer Science 2022-02-11 Nauman Ahad , Eva L. Dyer , Keith B. Hengen , Yao Xie , Mark A. Davenport

In the era of climate change, the distribution of climate variables evolves with changes not limited to the mean value. Consequently, clustering algorithms based on central tendency could produce misleading results when used to summarize…

Methodology · Statistics 2024-02-19 Carlo Gaetan , Paolo Girardi , Victor Muthama Musau

Time serie classification is used in a diverse range of domain such as meteorology, medicine and physics. It aims to classify chronological data. Many accurate approaches have been built during the last decade and shapelet transformation is…

Machine Learning · Computer Science 2019-12-20 Michael Mbouopda , Engelbert Mephu Nguifo

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

Irreversible thermodynamics of simple fluids have been connected recently to the theory of dynamical systems and some interesting assumptions have been made about the nature of the associated invariant measures. We show that the tests of…

chao-dyn · Physics 2008-02-03 Jean-Pierre Eckmann , Itamar Procaccia

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

Methodology · Statistics 2020-10-27 Ivan Kojadinovic , Ghislain Verdier

A set of idealized experiments are performed to analyze the competing effects of declining atmospheric CO2 concentrations, the opening of an ocean gateway, and varying orbital parameters. These forcing mechanisms, which influence the global…

Atmospheric and Oceanic Physics · Physics 2016-02-04 Eileen Hertwig , Frank Lunkeit , Klaus Fraedrich

We propose a methodology to improve figures from the Intergovernmental Panel on Climate Change (IPCC), ensuring that all modifications remain scientifically rigorous. IPCC figures are notoriously difficult to understand, and although…

Human-Computer Interaction · Computer Science 2025-12-19 Lu Ying , Junxiu Tang , Tingying He , Jean-Daniel Fekete

Classical assessments of trends in gridded temperature data perform independent evaluations across the grid, thus, ignoring spatial correlations in the trend estimates. In particular, this affects assessments of trend significance as…

Applications · Statistics 2019-01-28 Ola Haug , Thordis L Thorarinsdottir , Sigrunn H Sørbye , Christian L E Franzke

In recent years many procedures have been proposed to check the anisotropy of a dataset. We present a new simple procedure, based on a scale dependent approach, to detect anisotropy signatures in a given distribution with particular…

Instrumentation and Methods for Astrophysics · Physics 2017-08-23 M. Scuderi , M. De Domenico , A. Insolia , H. Lyberis

Modeling functions that are sequentially observed as functional time series is becoming increasingly common. In such models, it is often crucial to ensure data homogeneity. We investigate the sensitivity of graph-based change point…

Methodology · Statistics 2025-03-25 Jeremy VanderDoes , Shojaeddin Chenouri

This paper develops inference methods for ratios of deterministic trend slopes in systems of pairs of time series. Hypotheses based on linear cross-equation restrictions are considered with particular interest in tests that trend ratios are…

Econometrics · Economics 2026-03-02 Timothy J. Vogelsang

We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…

Statistics Theory · Mathematics 2026-03-23 Michael A. Klatt , Günter Last , Norbert Henze

The identification of environmental changes is crucial in many fields. The present research is aimed at investigating the optimal performance for detecting change points in a quantum system when its Hamiltonian suddenly changes at a…

Quantum Physics · Physics 2024-04-18 Kenji Nakahira