相关论文: A nonparametric CUSUM control chart based on the M…

We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…

We study the problem of detecting a common change point in large panel data based on a mean shift model, wherein the errors exhibit both temporal and cross-sectional dependence. A least squares based procedure is used to estimate the…

We propose a novel nonparametric approach for estimating the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables having their distribution changing from one…

The main goal is to develop and, consequently, compare stochastic methods for detection whether a structural change in panel data occurred at some unknown time or not. Panel data of our interest consist of a moderate or relatively large…

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…

In many temporally ordered data sets, it is observed that the parameters of the underlying distribution change abruptly at unknown times. The detection of such changepoints is important for many applications. While this problem has been…

Distributed formation maneuver control refers to the problem of maneuvering a group of agents to change their formation shape by adjusting the motions of partial agents, where the controller of each agent only requires local information…

We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly…

The $\nu$-metric used in robust control is computed for control systems with parametric uncertainty, governed by a diffusion equation in a bounded one-dimensional spatial region with boundary control and point observation.

We introduce a robust estimator of the location parameter for the change-point in the mean based on the Wilcoxon statistic and establish its consistency for $L_1$ near epoch dependent processes. It is shown that the consistency rate depends…

We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and under the assumption of a change with decreasing change-point…

This paper develops a new multivariate control charting method for vector autocorrelated and serially correlated processes. The main idea is to propose a Bayesian multivariate local level model, which is a generalization of the…

Classical moment based change point tests like the cusum test are very powerful in case of Gaussian time series with one change point but behave poorly under heavy tailed distributions and corrupted data. A new class of robust change point…

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…

The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled as an unknown constant, and minimax formulations are proposed…

Detecting abrupt changes in the mean of a time series, so-called changepoints, is important for many applications. However, many procedures rely on the estimation of nuisance parameters (like long-run variance). Under the alternative (a…

In this paper we propose new methodology for the data segmentation, also known as multiple change point problem, in a general framework including classic mean change scenarios, changes in linear regression but also changes in the time…

For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor…

Changepoint detection identifies times when the generative process of a time series changes, with applications in healthcare, cybersecurity, and finance. In multivariate settings, changes in cross-variable and temporal dependence are…

A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regression function. This is achieved by considering in each…