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This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

We propose a two-stage approach Spec PC-CP to identify change points in multivariate time series. In the first stage, we obtain a low-dimensional summary of the high-dimensional time series by Spectral Principal Component Analysis…

Applications · Statistics 2021-01-13 Shuhao Jiao , Tong Shen , Zhaoxia Yu , Hernando Ombao

In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…

Methodology · Statistics 2016-11-29 Haeran Cho

We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to flexible algorithms suitable for…

Machine Learning · Statistics 2026-03-24 Nikita Puchkin , Artur Goldman , Konstantin Yakovlev , Valeriia Dzis , Uliana Vinogradova

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

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

This paper deals with off-line detection of change points for time series of independent observations, when the number of change points is unknown. We propose a sequential analysis like method with linear time and memory complexity. Our…

Statistics Theory · Mathematics 2015-03-13 Pierre R Bertrand , Mehdi Fhima

We show the application of permutation-invariant quantum circuits to the clique problem. The experiment asks to label a clique through identification of the nodes in a larger subgraph. The permutation-invariant quantum circuit outperforms a…

Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

Machine Learning · Computer Science 2020-09-15 Ruohong Zhang , Yu Hao , Donghan Yu , Wei-Cheng Chang , Guokun Lai , Yiming Yang

In the remote sensing community, multimodal change detection (MCD) is particularly critical due to its ability to track changes across different imaging conditions and sensor types, making it highly applicable to a wide range of real-world…

Image and Video Processing · Electrical Eng. & Systems 2024-10-23 Tao Zhan , Yuanyuan Zhu , Jie Lan , Qianlong Dang

Change Point Detection (CPD) is a critical task in time series analysis, aiming to identify moments when the underlying data-generating process shifts. Traditional CPD methods often rely on unsupervised techniques, which lack adaptability…

Machine Learning · Computer Science 2026-01-29 Stefano Bertolasi , Diego Carrera , Diego Stucchi , Pasqualina Fragneto , Luigi Amedeo Bianchi

In many modern applications, large-scale sensor networks are used to perform statistical inference tasks. In this paper, we propose Bayesian methods for multiple change-point detection using a sensor network in which a fusion center (FC)…

Information Theory · Computer Science 2023-07-19 Eyal Nitzan , Topi Halme , Visa Koivunen

Contrast pattern mining (CPM) aims to discover patterns whose support increases significantly from a background dataset compared to a target dataset. CPM is particularly useful for characterising changes in evolving systems, e.g., in…

Networking and Internet Architecture · Computer Science 2020-12-01 Elaheh AlipourChavary , Sarah M. Erfani , Christopher Leckie

We consider the change-point detection in multivariate continuous and integer valued time series. We propose a Wald-type statistic based on the estimator performed by a general contrast function; which can be constructed from the…

Statistics Theory · Mathematics 2021-04-29 Mamadou Lamine Diop , William Kengne

We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control…

Artificial Intelligence · Computer Science 2024-08-20 Marek Wadinger , Michal Kvasnica , Yoshinobu Kawahara

In this paper, we present a change point detection method for detecting change points in multivariate nonstationary wind speed time series. The change point method identifies changes in the covariance structure and decomposes the…

Methodology · Statistics 2021-05-25 Sakitha Ariyarathne , Harsha Gangammanavar , Raanju R. Sundararajan

Edge detection is crucial in image processing, but existing methods often produce overly detailed edge maps, affecting clarity. Fixed-window statistical testing faces issues like scale mismatch and computational redundancy. To address…

Computer Vision and Pattern Recognition · Computer Science 2025-05-05 Ruyu Yan , Da-Qing Zhang

Scene change detection is an image processing problem related to partitioning pixels of a digital image into foreground and background regions. Mostly, visual knowledge-based computer intelligent systems, like traffic monitoring, video…

Computer Vision and Pattern Recognition · Computer Science 2022-12-21 Daniel F. S. Santos , Rafael G. Pires , Danilo Colombo , João P. Papa

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

Data-driven decompositions of Particle Image Velocimetry (PIV) measurements are widely used for a variety of purposes, including the detection of coherent features (e.g., vortical structures), filtering operations (e.g., outlier removal or…

Fluid Dynamics · Physics 2020-08-26 Miguel A Mendez , David Hess , Bo B Watz , Jean-Marie Buchlin