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Topological Data Analysis (TDA) is a rapidly growing field, which studies methods for learning underlying topological structures present in complex data representations. TDA methods have found recent success in extracting useful geometric…

Methodology · Statistics 2021-03-09 Xiaojun Zheng , Simon Mak , Yao Xie

We propose an online detection procedure for cascading failures in the network from sequential data, which can be modeled as multiple correlated change-points happening during a short period. We consider a temporal diffusion network model…

Other Statistics · Statistics 2021-02-09 Rui Zhang , Yao Xie , Rui Yao , Feng Qiu

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

Change Point Detection (CPD) methods identify the times associated with changes in the trends and properties of time series data in order to describe the underlying behaviour of the system. For instance, detecting the changes and anomalies…

Machine Learning · Computer Science 2021-03-08 Shohreh Deldari , Daniel V. Smith , Hao Xue , Flora D. Salim

In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclidean space, making it challenging to detect shifts in their…

Methodology · Statistics 2025-07-29 Rohit Kanrar , Feiyu Jiang , Zhanrui Cai

Detecting abrupt changes in data distribution is one of the most significant tasks in streaming data analysis. Although many unsupervised Change-Point Detection (CPD) methods have been proposed recently to identify those changes, they still…

Machine Learning · Computer Science 2024-04-26 Yang Cao , Ye Zhu , Kai Ming Ting , Flora D. Salim , Hong Xian Li , Luxing Yang , Gang Li

Detecting relevant changes in dynamic time series data in a timely manner is crucially important for many data analysis tasks in real-world settings. Change point detection methods have the ability to discover changes in an unsupervised…

Artificial Intelligence · Computer Science 2022-01-19 Kamil Faber , Roberto Corizzo , Bartlomiej Sniezynski , Michael Baron , Nathalie Japkowicz

How can we detect traffic disturbances from international flight transportation logs or changes to collaboration dynamics in academic networks? These problems can be formulated as detecting anomalous change points in a dynamic graph.…

Machine Learning · Computer Science 2023-05-16 Shenyang Huang , Jacob Danovitch , Guillaume Rabusseau , Reihaneh Rabbany

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.…

Methodology · Statistics 2024-05-27 Victor K. Khamesi , Niall M. Adams , Dean A. Bodenham , Edward A. K. Cohen

This paper describes a novel approach to change-point detection when the observed high-dimensional data may have missing elements. The performance of classical methods for change-point detection typically scales poorly with the…

Machine Learning · Statistics 2015-06-11 Yao Xie , Jiaji Huang , Rebecca Willett

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 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

Change point detection aims to identify abrupt shifts occurring at multiple points within a data sequence. This task becomes particularly challenging in the online setting, where different types of changes can occur, including shifts in…

Machine Learning · Computer Science 2024-10-29 Chengyuan Deng , Zhengzhang Chen , Xujiang Zhao , Haoyu Wang , Junxiang Wang , Haifeng Chen , Jie Gao

Change-point detection (CPD) is crucial for identifying abrupt shifts in data, which influence decision-making and efficient resource allocation across various domains. To address the challenges posed by the costly and time-intensive data…

Machine Learning · Computer Science 2023-12-07 Hao Zhao , Rong Pan

For sequential data, a change point is a moment of abrupt regime switch in data streams. Such changes appear in different scenarios, including simpler data from sensors and more challenging video surveillance data. We need to detect…

Machine Learning · Computer Science 2025-09-03 Evgenia Romanenkova , Alexander Stepikin , Matvey Morozov , Alexey Zaytsev

Change-point detection (CPD) aims to locate abrupt transitions in the generative model of a sequence of observations. When Bayesian methods are considered, the standard practice is to infer the posterior distribution of the change-point…

Machine Learning · Statistics 2019-10-23 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

Graph-based methods have shown particular strengths in change-point detection (CPD) tasks for high-dimensional nonparametric settings. However, existing CPD research has rarely addressed data with repeated measurements or local group…

Methodology · Statistics 2025-11-25 Serim Han , Jingru Zhang , Hoseung Song

Change Point Detection (CPD) aims to identify moments of abrupt distribution shifts in data streams. Real-world high-dimensional CPD remains challenging due to data pattern complexity and violation of common assumptions. Resorting to…

Machine Learning · Statistics 2025-10-03 Alexander Stepikin , Evgenia Romanenkova , Alexey Zaytsev

Change-point detection, detecting an abrupt change in the data distribution from sequential data, is a fundamental problem in statistics and machine learning. CUSUM is a popular statistical method for online change-point detection due to…

Machine Learning · Computer Science 2024-03-12 Tingnan Gong , Junghwan Lee , Xiuyuan Cheng , Yao Xie

Change point detection (CPD) has proved to be an effective tool for detecting drifts in data and its use over the years has become more pronounced due to the vast amount of data and IoT devices readily available. This study analyzes the…

Systems and Control · Electrical Eng. & Systems 2024-07-15 Takudzwa Mzembegwa , Clement N Nyirenda