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While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

Fault diagnosis plays an essential role in reducing the maintenance costs of rotating machinery manufacturing systems. In many real applications of fault detection and diagnosis, data tend to be imbalanced, meaning that the number of…

Machine Learning · Computer Science 2022-03-30 Masoud Jalayer , Amin Kaboli , Carlotta Orsenigo , Carlo Vercellis

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

Willems' fundamental lemma enables data-driven analysis and control by characterizing an unknown system's behavior directly in terms of measured data. In this work, we extend a recent frequency-domain variant of this result--previously…

Systems and Control · Electrical Eng. & Systems 2025-04-10 T. J. Meijer , M. Wind , V. S. Dolk , W. P. M. H. Heemels

The success of deep learning-based generative models in producing realistic images, videos, and audios has led to a crucial consideration: how to effectively assess the quality of synthetic samples. While the Fr\'{e}chet Inception Distance…

Machine Learning · Computer Science 2024-03-12 Yang Chen , Dustin J. Kempton , Rafal A. Angryk

A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of…

Machine Learning · Computer Science 2024-06-05 Anna-Christina Glock , Florian Sobieczky , Johannes Fürnkranz , Peter Filzmoser , Martin Jech

Unsupervised remote sensing change detection aims to monitor and analyze changes from multi-temporal remote sensing images in the same geometric region at different times, without the need for labeled training data. Previous unsupervised…

Computer Vision and Pattern Recognition · Computer Science 2025-11-13 Yating Liu , Yan Lu

We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2,\ldots \), we observe a deformed Wigner matrix \(…

Statistics Theory · Mathematics 2025-07-08 Nina Dörnemann , Piotr Kokoszka , Tim Kutta , Sunmin Lee

The detection of anomalies in non-stationary time-series streams is a critical but challenging task across numerous industrial and scientific domains. Traditional models, trained offline, suffer significant performance degradation when…

Machine Learning · Computer Science 2025-09-01 Ashok Devireddy , Shunping Huang

The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…

Statistics Theory · Mathematics 2018-12-13 Shaofeng Zou , Georgios Fellouris , Venugopal V. Veeravalli

In this paper, we provide a general methodology to draw statistical inferences on individual signal coordinates or linear combinations of them in sparse phase retrieval. Given an initial estimator for the targeting parameter (some simple…

Methodology · Statistics 2020-09-29 Yisha Yao

This paper considers the problem of simultaneous sensor fault detection, isolation, and networked estimation of linear full-rank dynamical systems. The proposed networked estimation is a variant of single time-scale protocol and is based on…

Systems and Control · Electrical Eng. & Systems 2020-09-28 Mohammadreza Doostmohammadian , Nader Meskin

This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…

Signal Processing · Electrical Eng. & Systems 2025-07-09 Almutasem Bellah Enad , Jihad Fahs , Hadi Sarieddeen , Hakim Jemaa , Tareq Y. Al-Naffouri

This paper aims to study the prediction of the bank stability index based on the Time Series Transformer model. The bank stability index is an important indicator to measure the health status and risk resistance of financial institutions.…

Risk Management · Quantitative Finance 2024-12-06 Wenying Sun , Zhen Xu , Wenqing Zhang , Kunyuan Ma , You Wu , Mengfang Sun

We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection jointly with online convex optimization [1]. We cast the problem…

Applications · Statistics 2017-11-01 Y. Cao , S. Zhu , Y. Xie , J. Key , J. Kacher , R. R. Unocic , C. M. Rouleau

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

Estimating the speed of vehicles using traffic cameras is a crucial task for traffic surveillance and management, enabling more optimal traffic flow, improved road safety, and lower environmental impact. Transportation-dependent systems,…

Computer Vision and Pattern Recognition · Computer Science 2023-09-27 Lucas Liebe , Franz Sauerwald , Sylwester Sawicki , Matthias Schneider , Leo Schuhmann , Tolga Buz , Paul Boes , Ahmad Ahmadov , Gerard de Melo

This paper proposes a method for identifying an initial gap in piecewise-linear systems from data. Piecewise-linear systems appear in many engineered systems such as degraded mechanical systems and infrastructures, and are known to show…

Applied Physics · Physics 2026-05-06 Ryosuke Kanki , Akira Saito

This paper extends the finite element network analysis (FENA) to include a dynamic time-transient formulation. FENA was initially formulated in the context of the linear static analysis of 1D and 2D elastic structures. By introducing the…

Computational Engineering, Finance, and Science · Computer Science 2024-07-04 Mehdi Jokar , Siddharth Nair , Fabio Semperlotti

An important initial step in fault detection for complex industrial systems is gaining an understanding of their health condition. Subsequently, continuous monitoring of this health condition becomes crucial to observe its evolution, track…

Systems and Control · Electrical Eng. & Systems 2023-11-09 Chi-Ching Hsu , Gaetan Frusque , Olga Fink