Results 61 to 70 of about 4,030,812 (306)
Bayesian Online Change Point Detection in Finance
Financial Internet Quarterly, 2021 It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is an important task in financial time series analysis.
Reza Habibi
semanticscholar +1 more source
Challenges in anomaly and change point detection
ESANN 2022 proceedings, 2022 This paper presents an introduction to the state-of-the-art in anomaly and change-point detection. On the one hand, the main concepts needed to understand the vast scientific literature on those subjects are introduced. On the other, a selection of important surveys and books, as well as two selected active research topics in the field, are presented.
Madalina Olteanu +2 more
openaire +2 more sources
Sequential change-point detection when unknown parameters are present in the pre-change distribution [PDF]
, 2006 In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution $f_{\theta}$ and tries to minimize the detection delay for every possible post-change distribution $g_ ...
Mei, Yajun
core +2 more sources
Testing Exchangeability With Martingale for Change-Point Detection [PDF]
International Journal of Ambient Computing and Intelligence, 2021 This work proposes a new exchangeability test for a random sequence through a martingale-based approach. Its main contributions include 1) an additive martingale which is more amenable for designing exchangeability tests by exploiting the Hoeffding-Azuma lemma and 2) different betting functions for constructing the additive martingale.
Liang Dai, Mohamed-Rafik Bouguelia
openaire +2 more sources
Real-Time Algorithms for the Detection of Changes in the Variance of Video Content Popularity
IEEE Access, 2020 As video content is responsible for more than 70% of the global IP traffic, related resource allocation approaches, e.g., using content caching, become increasingly important.
Sotiris Skaperas +2 more
doaj +1 more source
Change-point detection in panel data via double CUSUM statistic [PDF]
, 2016 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 each point ...
Cho, Haeran
core +3 more sources
rbrothers: R Package for Bayesian Multiple Change-Point Recombination Detection. [PDF]
, 2013 Phylogenetic recombination detection is a fundamental task in bioinformatics and evolutionary biology. Most of the computational tools developed to attack this important problem are not integrated into the growing suite of R packages for statistical ...
Chattopadhyay, Sujay +3 more
core +3 more sources
The Use of Change Point Detection to Identify Software Performance Regressions in a Continuous Integration System [PDF]
International Conference on Performance Engineering, 2020 We describe our process for automatic detection of performance changes for a software product in the presence of noise. A large collection of tests run periodically as changes to our software product are committed to our source repository, and we would ...
D. Daly +4 more
semanticscholar +1 more source
Alexandria Engineering JournalUnderstanding how temporal precipitation variability will behave in the future is crucial. Change point detection and sub-trend analysis were done on monthly total precipitation data acquired from the Coordinated Regional Climate Downscaling Experiment ...
Cihangir Koycegiz
doaj +1 more source
Deep unsupervised learning for 3D ALS point clouds change detection
ISPRS Open Journal of Photogrammetry and Remote Sensing, 2023 Change detection from traditional 2D optical images has limited capability to model the changes in the height or shape of objects. Change detection using 3D point cloud from photogrammetry or LiDAR surveying can fill this gap by providing critical depth ...
Iris de Gélis +5 more
doaj +1 more source