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相关论文: Change point analysis with irregular signals

200 篇论文

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…

统计理论 · 数学 2020-07-21 Mark Holmes , Ivan Kojadinovic

This paper extends the canonical model of epidemiology, SIRD model, to allow for time varying parameters for real-time measurement of the stance of the COVID-19 pandemic. Time variation in model parameters is captured using the generalized…

种群与进化 · 定量生物学 2021-02-11 Cem Cakmakli , Yasin Simsek

The declaration of COVID-19 as a pandemic has largely amplified the spread of related information on social media, such as Twitter, Facebook, and WeChat.Unlike the previous studies which focused on how to detect the misinformation or fake…

物理与社会 · 物理学 2021-07-09 Xiu-Xiu Zhan , Kaiyue Zhang , Lun Ge , Junming Huang , Zinan Zhang , Lu Wei , Gui-Quan Sun , Chuang Liu , Zi-Ke Zhang

Sudden changes are ubiquitous in nature. Identifying them is of crucial importance for a number of applications in medicine, biology, geophysics, and social sciences. Here we investigate the problem in the quantum domain, considering a…

量子物理 · 物理学 2016-10-12 Gael Sentís , Emilio Bagan , John Calsamiglia , Giulio Chiribella , Ramon Munoz-Tapia

In this paper, we model the trajectory of the cumulative confirmed cases and deaths of COVID-19 (in log scale) via a piecewise linear trend model. The model naturally captures the phase transitions of the epidemic growth rate via…

计量经济学 · 经济学 2020-07-10 Feiyu Jiang , Zifeng Zhao , Xiaofeng Shao

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…

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…

统计方法学 · 统计学 2023-11-07 Zhaoyuan Li , Jie Gao

BACKGROUND An alternative to epidemiological models for transmission dynamics of Covid-19 in China, we propose the artificial intelligence (AI)-inspired methods for real-time forecasting of Covid-19 to estimate the size, lengths and ending…

其他定量生物学 · 定量生物学 2020-03-03 Zixin Hu , Qiyang Ge , Shudi Li , Li Jin , Momiao Xiong

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

统计理论 · 数学 2009-08-14 Yan Lan , Moulinath Banerjee , George Michailidis

Introduction: Endpoint choice for randomized controlled trials of treatments for COVID-19 is complex. A new disease brings many uncertainties, but trials must start rapidly. COVID-19 is heterogeneous, ranging from mild disease that improves…

Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…

统计方法学 · 统计学 2026-01-16 Wai Leong Ng , Xinyi Tang , Mun Lau Cheung , Jiacheng Gao , Chun Yip Yau , Holger Dette

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…

统计理论 · 数学 2019-04-26 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

The COVID-19 virus has caused a global pandemic since March 2020. The World Health Organization (WHO) has provided guidelines on how to reduce the spread of the virus and one of the most important measures is social distancing. Maintaining…

计算机视觉与模式识别 · 计算机科学 2021-06-21 Mert Seker , Anssi Männistö , Alexandros Iosifidis , Jenni Raitoharju

Although there is substantial literature on identifying structural changes for continuous spatio-temporal processes, the same is not true for categorical spatio-temporal data. This work bridges that gap and proposes a novel spatio-temporal…

统计方法学 · 统计学 2023-05-04 Siddharth Rawat , Abe Durrant , Adam Simpson , Grant Nielson , Candace Berrett , Soudeep Deb

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…

机器学习 · 计算机科学 2025-09-03 Evgenia Romanenkova , Alexander Stepikin , Matvey Morozov , Alexey Zaytsev

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…

统计方法学 · 统计学 2014-03-18 Michael Vogt , Holger Dette

COVID-19 has challenged health systems to learn how to learn. This paper describes the context, methods and challenges for learning to improve COVID-19 care at one academic health center. Challenges to learning include: (1) choosing a right…

We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…

应用统计 · 统计学 2014-01-17 William Marshall , Paul Marriott

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 properties are (approximately) constant for some time and then slowly start…

统计方法学 · 统计学 2015-04-03 Michael Vogt , Holger Dette

We consider the problem of uncertainty quantification in change point regressions, where the signal can be piecewise polynomial of arbitrary but fixed degree. That is we seek disjoint intervals which, uniformly at a given confidence level,…

统计方法学 · 统计学 2024-12-12 Shakeel Gavioli-Akilagun , Piotr Fryzlewicz