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Sketching for sequential change-point detection [PDF]
2015 IEEE Global Conference on Signal and Information Processing (GlobalSIP), 2015 We study sequential change-point detection using sketches (or linear projections) of the high-dimensional data vectors, and present a new sketching procedure, which is based on the generalized likelihood ratio statistic. We derive theoretical approximations to two fundamental performance metrics for the sketching procedures: the average run length (ARL)
Yao Xie 0002 +2 more
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What is the Point of Change? Change Point Detection in Relational Event Models
Social Networks, 2023 This paper presents an extension to the relational event model with change points (REM-CP) to study abrupt changes to social interaction behavior in temporal networks. A change point detection algorithm is proposed for exploring when and which network effects abruptly change, and a confirmatory approach to test the presence of a change point at a given
Shafiee Kamalabad, Mahdi +2 more
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On Matched Filtering for Statistical Change Point Detection
IEEE Open Journal of Signal Processing, 2020 Non-parametric and distribution-free two-sample tests have been the foundation of many change point detection algorithms. However, randomness in the test statistic as a function of time makes them susceptible to false positives and localization ambiguity.
Kevin C. Cheng +3 more
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Semantic supported urban change detection using ALS point clouds
International Journal of Applied Earth Observations and Geoinformation, 2023 Airborne laser scanning (ALS) has experienced significant development and boosted widespread applications over the recent years. With increasing data quality and acquisition convenience, multi-temporal ALS point clouds have been used for change detection
Li Fang +4 more
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Stability of change point detection methods [PDF]
, 2022 Change point detection is a common technique to analyse time-indexed data and today's literature offers a wide variety of methods for change point detection.
Mersmann, Sophia
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Study on a mother wavelet optimization framework based on change-point detection of hydrological time series [PDF]
Hydrology and Earth System Sciences, 2023 Hydrological time series (HTS) are the key basis of water conservancy project planning and construction. However, under the influence of climate change, human activities and other factors, the consistency of HTS has been destroyed and cannot meet the ...
J. Li, J. Huang, L. Zheng, W. Zheng
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Change Point Detection in Correlation Networks [PDF]
Scientific Reports, 2016 AbstractMany systems of interacting elements can be conceptualized as networks, where network nodes represent the elements and network ties represent interactions between the elements. In systems where the underlying network evolves, it is useful to determine the points in time where the network structure changes significantly as these may correspond ...
Barnett, Ian, Onnela, Jukka-Pekka
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Ordinal pattern-based change point detection. [PDF]
Test (Madr)Abstract The ordinal patterns of a fixed number of consecutive values in a time series are the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of the time series.
Betken A, Micali G, Schmidt-Hieber J.
europepmc +6 more sources
Change-point detection in hierarchical circadian models [PDF]
Pattern Recognition, 2021 This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the underlying distribution can be ...
Pablo Moreno-Muñoz +2 more
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, 2022 Change-point detection (CPD) is to find abrupt changes in time-series data. Various computational algorithms have been developed for CPD applications.
Zhu, Ying +3 more
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