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This study delves into the complex relationship between teleconnection patterns and meteorological drought in Northwest China, highlighting the crucial influence of global circulation indices on regional drought dynamics. By analyzing precipitation and temperature data from 1962 to 2022 using the CN05.1 datasets and incorporating various global circulation indices, the study employs the Standardized Precipitation Evapotranspiration Index (SPEI) to delineate drought conditions. Utilizing the Modified Mann-Kendall test and segmented models for trend and change point detection, along with cross wavelet transforms (XWT) and wavelet coherence (WTC) analysis to examine the impact of 15 global circulation indices, the study uncovers significant spatial and temporal climatic variations. Findings indicate a significant increase in temperature and precipitation, with March-April-May (MAM) season showing pronounced drought severity mainly due to a significant temperature rise with a value of 0.0420 °C/year. Change point analysis reveals pivotal shifts in climate, highlighting the region’s susceptibility to climate change. The study identified strong correlations between drought occurrences and global circulation indices like the Artic Oscillation (AO), Atlantic Multidecadal Oscillation (AMO), Pacific Decadal Oscillation (PDO) and the Southern Oscillation Index (SOI), especially within a 4–8 year timeframe, pointing to the significant role of teleconnections in affecting local drought conditions. These insights are vital for formulating effective drought management and climate adaptation strategies in arid and semi-arid regions, offering valuable guidance for policymakers and researchers focused on improving water resource management and enhancing climate resilience in such vulnerable environments.

Abstract Expectations of big data across various fields, including education, are increasing. However, uncovering valuable insights from big data is like locating a needle in a haystack, and it is difficult for teachers to use educational big data on their own. This study aimed to understand changes in student participation rates during classes and teachers’ teaching styles by analyzing educational big data. In the analysis, data from 120 students and two mathematics class teachers at a public junior high school in Japan were used. We applied the pruned exact linear time (PELT) algorithm to automatically identify significant changes in student participation during class. Based on the information obtained, we analyzed the interaction logs of teachers’ e-book readers and clarified the relationship between student participation rates and teacher behavior patterns. Change point detection using the PELT algorithm showed a high F1-score of 0.7929, indicating good overall performance. We also investigated whether there was a relationship between class differences and teachers’ actions and found a statistically significant difference. The results provide clues for improving student learning engagement and teachers’ teaching styles, and they are expected to improve the quality of education by automatically identifying notable cases from educational big data. However, further research is required to improve data analysis methods, such as adjusting the parameters of algorithms based on the situation.

The task of modeling and analyzing intercepted multifunction radars (MFRs) pulse trains is vital for cognitive electronic reconnaissance. Existing methodologies predominantly rely on prior information or heavily constrained models, posing challenges for non-cooperative applications. This paper introduces a novel approach to model MFRs using a Bayesian network, where the conditional probability density function is approximated by an autoregressive kernel mixture network (ARKMN). Utilizing the estimated probability density function, a dynamic programming algorithm is proposed for denoising and detecting change points in the intercepted MFRs pulse trains. Simulation results affirm the proposed method's efficacy in modeling MFRs, outperforming the state-of-the-art in pulse train denoising and change point detection.

Nowadays, Anomaly Detection (AD) models are incorporated into various systems, but they will become useless if they are not updated (i.e., re-trained) to keep up with changes in their external environment. When trying to automatically trigger AD model updates in response to environmental changes, one promising solution is considered to be the use of a Change Point Detection (CPD) method. Most existing methods impose stationary or Independent and Identically Distributed (IID) constraints on the target time-series, and therefore are not suitable for our target time-series in telecommunications that often fluctuate periodically. In this paper, we propose a new clustering-based CPD method for detecting changes in non-stationary time-series. The proposed method enables pattern changes to be detected by tracking cluster transitions and calculating the distance between the cluster transition distributions for the past and current periods. The accuracy of the proposed CPD method itself and the effect of re-training the AD model at the detected change points are shown by using real hourly time-series data at mobile base stations in the Tokyo Metropolitan Area for nearly one year.

This article studies the use of airborne global navigation satellite system reflectometry techniques for remote sensing applications at regional scale. The objective is to classify the reflectivity of airborne global navigation satellite system (GNSS) signals in order to differentiate various reflective surfaces along the satellite traces. For this purpose, we propose a segmentation algorithm based on an online change point detector and an offline change point localization estimate. Given the presence of speckle noise in GNSS signals, a homomorphic log-transformation is applied to mitigate this noise. In this context, the cumulative sum change point detector and the maximum likelihood change point localization are designed for a log-gamma distribution. We show that the proposed radar segmentation system is able to automatically detect different landforms along real flight experiments that took place in the northern region of France. Automatic classification using K-means clustering is applied to the segmented signals allowing to distinguish different segments of the signal.

This paper considers the change point detection problem under dependent samples. In particular, we provide performance guarantees for the MMD-CUSUM test under exponentially $\alpha$, $\beta$, and fast $\phi$-mixing processes, which significantly expands its utility beyond the i.i.d. and Markovian cases used in previous studies. We obtain lower bounds for average-run-length ($ {\mathtt {ARL}}$) and upper bounds for average-detection-delay ($ {\mathtt {ADD}}$) in terms of the threshold parameter. We show that the MMD-CUSUM test enjoys the same level of performance as the i.i.d. case under fast $\phi$-mixing processes. The MMD-CUSUM test also achieves strong performance under exponentially $\alpha$/$\beta$-mixing processes, which are significantly more relaxed than existing results. The MMD-CUSUM test statistic adapts to different settings without modifications, rendering it a completely data-driven, dependence-agnostic change point detection scheme. Numerical simulations are provided at the end to evaluate our findings.

This paper focuses on the long-overlooked phenomenon that individual travel patterns are not always stable over the long term and may change due to seasonal changes, moving, and work schedule changes. Unlike previous studies that identified sudden peak points, this paper treats travel pattern change as a change point detection problem in a time series and defines change as “sudden, substantial, and continuous”. Considering the complexity of travel behavior, this paper measures changes in travel patterns in three dimensions: time, space, and frequency, and establishes a Bayesian change point detection model. A nine-month period of private car GPS data from Aichi, Japan, is used for an example analysis. The results show that the Bayesian approach can effectively identify travel pattern changes. Compared with the traditional GLR, the proposed method in this paper has higher recognition accuracy with lower model complexity. Meanwhile, the experimental results show that individual travel patterns may change in only one dimension or in multiple dimensions at the same time. Based on this, the correlation analysis of travel patterns in the temporal and spatial dimensions is carried out, and it is verified that there is a certain positive correlation between the two. The Bayesian change-point detection model proposed is robust and generally applicable to other fields besides travel patterns.

In periods of dramatic stock price volatility, the identification of change points in stock price time series is important for analyzing the structural changes in financial market data, as well as for risk prevention and control in the financial market. As their residuals follow a generalized error distribution, the problem of estimating the change point parameters of the β-ARCH model is solved by combining the Kalman filtering method and the Bayes method innovatively, and we give a method for parameter estimation of the Bayes factors for the occurrences of change points, the expected values of the change point positions, and the variance of the change points. By detecting the change points of the price of eight stocks with a high number of limit up and limit down changes occurring in the observation period, the following conclusions are obtained: (1) Change point detection using the β-ARCH model based on the Bayes method is effective. (2) For different values of β, this research study finds that based on the classical ARCH model (i.e., β=1) of the change point parameter, the results are relatively optimal. (3) The accuracy of change point detection can be improved by correcting stock short-term effects by using the Kalman filtering method.

Current diagnostic systems for Alzheimer's disease (AD) rely upon clinical signs and symptoms, despite the fact that the multiplicity of clinical symptoms renders various neuropsychological assessments inadequate to reflect the underlying pathophysiological mechanisms. Since putative neuroimaging biomarkers play a crucial role in understanding the etiology of AD, we sought to stratify the diverse relationships between AD biomarkers and cognitive decline in the aging population and uncover risk factors contributing to the diversities in AD. To do so, we capitalized on a large amount of neuroimaging data from the ADNI study to examine the inflection points along the dynamic relationship between cognitive decline trajectories and whole-brain neuroimaging biomarkers, using a state-of-the-art statistical model of change point detection. Our findings indicated that the temporal relationship between AD biomarkers and cognitive decline may differ depending on the synergistic effect of genetic risk and biological sex. Specifically, tauopathy-PET biomarkers exhibit a more dynamic and age-dependent association with Mini-Mental State Examination scores (p

Integrating uncertainties associated with photovoltaic (PV) generation is an important aspect used to ensure the planning and operation of power distribution systems. Therefore, this research proposed an uncertainty model for PV generation by combining the methods of change point detection, cyclic k-means clustering (KMC), Monte Carlo simulation (MCS) with freedman diaconis estimator (FDE), and KMC with soft-dynamic time warping (DTW). Firstly, a seasonal split was performed using change point detection techniques and cyclic KMC to identify shifts in global horizontal irradiance (GHI) points. Secondly, the uncertainty of the GHI was generated using MCS for each season and the FDE method to optimize the number of bins of the data distribution. Finally, the PV generation curve from MCS was simplified through KMC with the soft-DTW metric, which facilitated a more straightforward representation of a PV profile. The impact of PV profile integration on quasi-dynamic power flow was tested on an IEEE 33 Bus system. The voltage profile on the feeder significantly impacted the PV integration, specifically during hours when high PV power is produced. For instance, at 11:00 a.m., voltage values on buses 18, 17, and 33 increased from 0.933, 0.934, and 0.935, respectively, to 0.982, 0.980, and 0.972. Similarly, with the value of power losses, the greater the PV power profile produced at a certain hour, the smaller the losses generated. The experimental results of the uncertainties PV model proposed in this research indicated that changes in electrical parameters change over time according to the input PV power profile produced.

Abstract Precipitation is the major input of the hydrological cycle in tropical regions. Changes in the spatial and temporal patterns of precipitation should be investigated in order to provide in-time information for both water and land use planning. Climate and land use changes have been influencing modification in the water cycle, demanding adaptations and increasing the vulnerability of water-dependent systems. This study investigated spatial and temporal changes in precipitation patterns in the Paranapanema River Basin (PPRB), Brazil. The PPRB region is an important agricultural and hydroelectric power generation hub and has been suffering from water crises in recent years, and more intensely in the last 5–10 years. The analysis used remote sensing precipitations data from September 2000 to August 2021 (summing up twenty-one hydrological years) at 0.1° resolution. Exploratory Spatial and Temporal Data Analysis (ESTDA) were applied to verify spatial local autocorrelation and hot/cold spots clusters, and temporal trends, homogeneity, and change points in the time series at Hydrological Planning Unit (HPU) scale level. The significant results were discussed based on statistical tests and land use cover change data. There is a strong presence of precipitation spatial patterns in the PPRB. Also, the PPRB presented modifications in the precipitation regime over the analyzed period, with significant change points around 2015—2017. Further monitoring is recommended in order to confirm these results in the long term, however, the provided information can already be used as an award to local and regional water bodies installed in the river basin, supporting informative water management.

Abstract Recent advancements have been made in the development of cell-based in-vitro neuronal networks, or organoids. In order to better understand the network structure of these organoids, a super-selective algorithm has been proposed for inferring the effective connectivity networks from multi-electrode array data. In this paper, we apply a novel statistical method called spectral mirror estimation to the time series of inferred effective connectivity organoid networks. This method produces a one-dimensional iso-mirror representation of the dynamics of the time series of the networks which exhibits a piecewise linear structure. A classical change point algorithm is then applied to this representation, which successfully detects a change point coinciding with the neuroscientifically significant time inhibitory neurons start appearing and the percentage of astrocytes increases dramatically. This finding demonstrates the potential utility of applying the iso-mirror dynamic structure discovery method to inferred effective connectivity time series of organoid networks.

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change point detection algorithm based on Latent Neural Stochastic Differential Equations (SDE). Our method learns a non-linear deep learning transformation of the process into a latent space and estimates a SDE that describes its evolution over time. The algorithm uses the likelihood ratio of the learned stochastic processes in different timestamps to find change points of the process. We demonstrate the detection capabilities and performance of our algorithm on synthetic and real-world datasets. The proposed method outperforms the state-of-the-art algorithms on the majority of our experiments.

In order to satisfy the higher demand raised by 6G, the major part of which refers to further extension of the coverage and achievements of ubiquitously massive connections, the integration of Non-Terrestrial Networks (NTNs) and the evolved version of Narrow Bandwidth Internet of Things (NB-IoT) are introduced as a potential solution. However, one of the main challenges still open is the Random Access (RA) procedure which refers to preamble detection and uplink synchronization. With the large Time of arrival (ToA) and Carrier frequency offset (CFO), traditional methods designed for Terrestrial Networks (TNs) can not provide accurate estimation performance. Some studies adopt Global Navigation Satellite System (GNSS) to pre-compensate the large ToA and CFO but it may not work well for NB-IoT devices in practice. Consequently, a complete system without GNSS is designed for RA in this paper. A system-level method is firstly applied to pre-compensate the CFO. Then we focus on tackling the ToA and residual CFO. A pre-process method for received signal is proposed and its phase series are analyzed. Then we propose a novel random access scheme based on change point detection (CPD) of phase series with machine learning to estimate ToA and CFO. Simulation results demonstrate that the designed overall system is practical in NTNs. Meanwhile, the proposed random access scheme achieves higher estimation accuracy of ToA and CFO compared with existing methods with the same range of ToA and CFO under low signal-noise ratio (SNR) conditions.

This work presents the statistical analysis of a monthly average temperatures time series in several European cities using a state space approach, which considers models with a deterministic seasonal component and a stochastic trend. Temperature rise rates in Europe seem to have increased in the last decades when compared with longer periods. Therefore, change point detection methods, both parametric and non-parametric methods, were applied to the standardized residuals of the state space models (or some other related component) in order to identify these possible changes in the monthly temperature rise rates. All of the used methods have identified at least one change point in each of the temperature time series, particularly in the late 1980s or early 1990s. The differences in the average temperature trend are more evident in Eastern European cities than in Western Europe. The smoother-based t-test framework proposed in this work showed an advantage over the other methods, precisely because it considers the time correlation presented in time series. Moreover, this framework focuses the change point detection on the stochastic trend component.

This paper introduces an algorithm for the detection of change-points and the identification of the corresponding subsequences in transient multivariate time-series data (MTSD). The analysis of such data has become increasingly important due to growing availability in many industrial fields. Labeling, sorting or filtering highly transient measurement data for training Condition-based Maintenance (CbM) models is cumbersome and error-prone. For some applications it can be sufficient to filter measurements by simple thresholds or finding change-points based on changes in mean value and variation. But a robust diagnosis of a component within a component group for example, which has a complex non-linear correlation between multiple sensor values, a simple approach would not be feasible. No meaningful and coherent measurement data, which could be used for training a CbM model, would emerge. Therefore, we introduce an algorithm that uses a recurrent neural network (RNN) based Autoencoder (AE) which is iteratively trained on incoming data. The scoring function uses the reconstruction error and latent space information. A model of the identified subsequence is saved and used for recognition of repeating subsequences as well as fast offline clustering. For evaluation, we propose a new similarity measure based on the curvature for a more intuitive time-series subsequence clustering metric. A comparison with seven other state-of-the-art algorithms and eight datasets shows the capability and the increased performance of our algorithm to cluster MTSD online and offline in conjunction with mechatronic systems.

Estimating the time of arrival (TOA), pulse width (PW), and pulse repetition interval (PRI) is critical for identifying the low probability of intercept (LPI) radar signals as it is common in electronic warfare (EW) to experience a pulse train being received. To determine these parameters, we need to differentiate between pulse and noise in a pulse train. However, separating the LPI radar pulse train into pulse and noise is challenging owing to its characteristics and modulation scheme. Therefore, we propose a method to accurately estimate TOA, PW, and PRI using change point detection, which can effectively classify the pulse train into pulse and noise. The main contributions of this study are as follows. First, a denoising method robust to various modulation schemes is introduced. Second, an algorithm capable of estimating the parameters without considering the threshold calculation is presented. Moreover, most prior studies have entailed parameter estimations for a single pulse. In contrast, we focus on estimating parameters when a pulse train is intercepted and generating superior results even in the signal-to-noise ratio under 0 dB. We present experiments performed on the following eight modulation schemes: linear frequency modulation, Costas, Barker, Frank, P1, P2, P3, and P4 codes. Furthermore, we compare the proposed method with the wavelet-based method, which has received much attention in EW. The results demonstrate that the proposed method outperforms the conventional approaches.

Kali Kupang plays an important role in the life of the people of Pekalongan and its surrounding areas. However, until recently, not many hydrological studies have been carried out in this area. This study presents how Extreme Value Analysis (EVA) can predict future extreme hydrological events and how a dynamic-programming-based change point detection algorithm can detect the abrupt transition in discharge events variability. Using the annual block maxima, we can predict the upper extreme discharge probability from the generalized extreme value distribution (GEVD) that best fits the data by using the Markov Chain Monte Carlo (MCMC) algorithm as a distribution fitting method. Metropolis-Hasting (MH) algorithm with 500 walkers and 2,500 samples for each walker is used to generate random samples from the prior distribution. As a result, this discharge data can be categorized as a Gumbel distribution ( = 6.818, = 3.456, and = 0). The recurrence intervals (RI) for this discharge data can be calculated through this distribution. The changepoint location of the annual standard deviation of this discharge data in the mid-1990s is detected by using the pruned exact linear time (PELT) algorithm. Despite some shortcomings, this study can pave the way for using data-driven algorithms, along with more traditional numerical and descriptive approaches, to analyze hydrological time-series data in Indonesia. This is crucial, considering an increasing number of hydro climatological disasters in the future as a consequence of global climate change.

Spatial and temporal variability of precipitation increases with the effect of climate change. In this study, the Seyhan Basin has been determined as the study area. It is aimed to examine the spatiotemporal variability of precipitation and extreme precipitation indices in the Seyhan Basin. For this purpose, the period 1970–2019 was divided into three periods with the change point detection methods (Pettitt, Buishand rank and standard normal homogeneity test). Trends were examined by applying modified Mann–Kendall and Spearman's rho tests to precipitation and extreme indices for all periods and sub-periods. Then, temporal and spatial analyses of extreme indices were performed. According to the results obtained, there is no precipitation homogeneity throughout the basin. While the threat of drought comes to the fore with the decrease in rainy days and precipitation in the north, the risk of flooding is effective with the increase in precipitation intensity in the south. HIGHLIGHTS The spatiotemporal variability of precipitation and extreme precipitation indices in the Seyhan Basin was investigated.; The change dates with change point detection methods were determined at the basin scale.; The precipitation and extreme precipitation indices were analyzed with the modified Mann–Kendall and Spearman’s rho trend tests.; The results of analysis were mapped and interpreted.;

Abstract Change point detection has many practical applications, from anomaly detection in data to scene changes in robotics; however, finding changes in high dimensional data is an ongoing challenge. We describe a self-training model-agnostic framework to detect changes in arbitrarily complex data. The method consists of two steps. First, it labels data as before or after a candidate change point and trains a classifier to predict these labels. The accuracy of this classifier varies for different candidate change points. By modeling the accuracy change we can infer the true change point and fraction of data affected by the change (a proxy for detection confidence). We demonstrate how our framework can achieve low bias over a wide range of conditions and detect changes in high dimensional, noisy data more accurately than alternative methods. We use the framework to identify changes in real-world data and measure their effects using regression discontinuity designs, thereby uncovering potential natural experiments, such as the effect of pandemic lockdowns on air pollution and the effect of policy changes on performance and persistence in a learning platform. Our method opens new avenues for data-driven discovery due to its flexibility, accuracy and robustness in identifying changes in data.

Abstract Background One critical variable in the time series analysis is the change point, which is the point where an abrupt change occurs in chronologically ordered observations. Existing parametric models for change point detection, such as the linear regression model and the Bayesian model, require that observations are normally distributed and that the trend line cannot have extreme variability. To overcome the limitations of the parametric model, we apply a nonparametric method, the Mann-Kendall-Sneyers (MKS) test, to change point detection for the state-level COVID-19 case time series data of the United States in the early outbreak of the pandemic. Methods The MKS test is implemented for change point detection. The forward sequence and the backward sequence are calculated based on the new weekly cases between March 22, 2020 and January 31, 2021 for each of the 50 states. Points of intersection between the two sequences falling within the 95% confidence intervals are identified as the change points. The results are compared with two other change point detection methods, the pruned exact linear time (PELT) method and the regression-based method. Also, an open-access tool by Microsoft Excel is developed to facilitate the model implementation. Results By applying the MKS test to COVID-19 cases in the United States, we have identified that 30 states (60.0%) have at least one change point within the 95% confidence intervals. Of these states, 26 states have one change point, 4 states (i.e., LA, OH, VA, and WA) have two change points, and one state (GA) has three change points. Additionally, most downward changes appear in the Northeastern states (e.g., CT, MA, NJ, NY) at the first development stage (March 23 through May 31, 2020); most upward changes appear in the Western states (e.g., AZ, CA, CO, NM, WA, WY) and the Midwestern states (e.g., IL, IN, MI, MN, OH, WI) at the third development stage (November 19, 2020 through January 31, 2021). Conclusions This study is among the first to explore the potential of the MKS test applied for change point detection of COVID-19 cases. The MKS test is characterized by several advantages, including high computational efficiency, easy implementation, the ability to identify the change of direction, and no assumption for data distribution. However, due to its conservative nature in change point detection and moderate agreement with other methods, we recommend using the MKS test primarily for initial pattern identification and data pruning, especially in large data. With modification, the method can be further applied to other health data, such as injuries, disabilities, and mortalities.

Abstract Background To detect changes in biological processes, samples are often studied at several time points. We examined expression data measured at different developmental stages, or more broadly, historical data. Hence, the main assumption of our proposed methodology was the independence between the examined samples over time. In addition, however, the examinations were clustered at each time point by measuring littermates from relatively few mother mice at each developmental stage. As each examination was lethal, we had an independent data structure over the entire history, but a dependent data structure at a particular time point. Over the course of these historical data, we wanted to identify abrupt changes in the parameter of interest - change points. Results In this study, we demonstrated the application of generalized hypothesis testing using a linear mixed effects model as a possible method to detect change points. The coefficients from the linear mixed model were used in multiple contrast tests and the effect estimates were visualized with their respective simultaneous confidence intervals. The latter were used to determine the change point(s). In small simulation studies, we modelled different courses with abrupt changes and compared the influence of different contrast matrices. We found two contrasts, both capable of answering different research questions in change point detection: The Sequen contrast to detect individual change points and the McDermott contrast to find change points due to overall progression. We provide the R code for direct use with provided examples. The applicability of those tests for real experimental data was shown with in-vivo data from a preclinical study. Conclusion Simultaneous confidence intervals estimated by multiple contrast tests using the model fit from a linear mixed model were capable to determine change points in clustered expression data. The confidence intervals directly delivered interpretable effect estimates representing the strength of the potential change point. Hence, scientists can define biologically relevant threshold of effect strength depending on their research question. We found two rarely used contrasts best fitted for detection of a possible change point: the Sequen and McDermott contrasts.

Accurate remaining useful life (RUL) prediction is one of the most challenging problems in the prognostics of turbofan engines. Recently, RUL prediction methods for turbofan engines mainly involve data-driven models. Preprocessing the sensor data is essential for the performance of the prognostic models. Most studies on turbofan engines use piecewise linear (PwL) labeling, which starts with a constant initial RUL value in normal/healthy operating time. In this study, we designed a prognostic procedure that includes difference-based feature construction, change-point-detection-based PwL labeling, and a 1D-CNN-LSTM (one-dimensional–convolutional neural network–long short-term memory) hybrid neural network model for RUL prediction. The procedure was evaluated on the subset FD001 of the C-MAPSS dataset. The proposed procedure was compared with machine learning and deep learning models with and without the new difference feature. Also, the results were compared with the studies that used similar labeling approaches. Our analysis of the numerical results underscores the clear superiority of the proposed 1D-CNN-LSTM model with the difference feature in RUL prediction, with a score of 437.2 and an RMSE value of 16.1. This result illustrates the superior predictive capability of the 1D-CNN-LSTM model, which outperformed traditional machine learning methods and one of the earliest deep learning methods. These findings emphasize the superior predictive capability of the 1D-CNN-LSTM model and underline the potential of the feature engineering process for more accurate and robust RUL prediction in the context of turbofan engine prognostics.

This paper introduces an end-to-end processing method for multiple periodicity signal detection and analysis with particular application in software analysis using analog side channels. The probabilistic distributions of signal blocks are estimated with kernel density estimation. The corresponding kernel bandwidths, which are optimally found in a data-driven manner, are used to detect change points. After separating the signal into parts with different behaviors, average magnitude difference function is leveraged iteratively to find the smallest periodic signal sections. To illustrate efficiency of the proposed method, we use EM side-channel signals collected from real-life applications to successfully detect multiple existing periodicities.

The segmentation of sequential data can be formulated as a clustering problem, where the data samples are grouped into non-overlapping clusters with the constraint that all members of each cluster are in a successive order. A popular algorithm for optimally solving this problem is dynamic programming (DP), which has quadratic computation and memory requirements. Given that sequences in practice are too long, this algorithm is not a practical approach. Although many heuristic algorithms have been proposed to approximate the optimal segmentation, they have no guarantee on the quality of their solutions. In this paper, we take a differentiable approach to alleviate the aforementioned issues. First, we introduce a novel sigmoid-based regularization to smoothly approximate the constraints. Combining it with objective of the balanced kernel clustering, we formulate a differentiable model termed Kernel clustering with sigmoid-based regularization (KCSR), where the gradient-based algorithm can be exploited to obtain the optimal segmentation. Second, we develop a stochastic variant of the proposed model. By using the stochastic gradient descent algorithm, which has much lower time and space complexities, for optimization, the second model can perform segmentation on overlong data sequences. Finally, for simultaneously segmenting multiple data sequences, we slightly modify the sigmoid-based regularization to further introduce an extended variant of the proposed model. Through extensive experiments on various types of data sequences performances of our models are evaluated and compared with those of the existing methods. The experimental results validate advantages of the proposed models. Our Matlab source code is available on github.

The aim of this research is to propose a binary segmentation algorithm to detect the change points in financial time-series based on the Iterative Cumulative Sum of Squares (ICSS). The proposed algorithm, entitled KW-ICSS, utilizes the non-parametric Kruskal-Wallis test in cross-validation procedures. In this regard, KW-ICSS can quickly detect the change points in non-normally distributed time-series with a small number of observations after the change points than the state-of-the-art ICSS algorithm, entitled AIT-ICSS. For the simulated financial time-series whose true location of the change point is known, KW-ICSS detects the change points with the average true positive rate of 81% for the different number of change points, whereas AIT-ICSS only exhibits 72.57%. Also, KW-ICSS’s mean absolute deviation between the true and detected change points is less than that of AIT-ICSS for different significance levels. The experiment also finds that the significance level, the model parameter, should be set to less than 10%. For the real-world financial time-series whose true location of change points is unknown, KW-ICSS’s robust detection of change points is observed from fewer detected change points and longer intervals between them. Furthermore, KW-ICSS’s trend prediction for the short-term future performs with an average of 92.47% accuracy, whereas AIT-ICSS shows 90.69%. Therefore, we claim that KW-ICSS successfully improves AIT-ICSS.

The reliability of using abrupt changes in the spatial Hurst exponent for identifying temporal points of abrupt change in climate dynamics is explored. If a spatio-temporal dynamical system undergoes an abrupt change at a particular time, the time series of spatial Hurst exponent obtained from the data of any variable of the system should also show an abrupt change at that time. As expected, spatial Hurst exponents for each of the two variables of a model spatio-temporal system – a globally coupled map lattice based on the Burgers' chaotic map – showed abrupt change at the same time that a parameter of the system was changed. This method was applied for the identification of change points in climate dynamics using the NCEP/NCAR data on air temperature, pressure and relative humidity variables. Different abrupt change points in spatial Hurst exponents were detected for the data of these different variables. That suggests, for a dynamical system, change point detected using the two-dimensional detrended fluctuation analysis method on a single variable alone is insufficient to comment about the abrupt change in the system dynamics and should be based on multiple variables of the dynamical system. HIGHLIGHTS In a non-linear dynamical system, the spatio-temporal images of one variable also contain information about the interaction of this variable with other coupled variables of the system.; When a parameter of the dynamical system changes abruptly, the spatial distribution of all the coupled variables should show an abrupt change simultaneously.; It is found that the 2D-DFA method successfully detected abrupt change points in each variable of GCML based on Burgers' chaotic map at the same time as a system parameter was changed.; The 2D-DFA method detected different abrupt change points in the time series of the spatial Hurst for the NCEP/NCAR data of three different variables.; This study suggests, for a dynamical system, change point detected using 2D-DFA method on a single variable alone is insufficient to comment about the abrupt change in the system dynamics and should be based on multiple variables of the dynamical system.;

Dynamic resting state functional connectivity (RSFC) characterizes fluctuations that occur over time in functional brain networks. Existing methods to extract dynamic RSFCs, such as sliding-window and clustering methods that are inherently non-adaptive, have various limitations such as high-dimensionality, an inability to reconstruct brain signals, insufficiency of data for reliable estimation, insensitivity to rapid changes in dynamics, and a lack of generalizability across multiply functional imaging modalities. To overcome these deficiencies, we develop a novel and unifying time-varying dynamic network (TVDN) framework for examining dynamic resting state functional connectivity. TVDN includes a generative model that describes the relation between a low-dimensional dynamic RSFC and the brain signals, and an inference algorithm that automatically and adaptively learns the low-dimensional manifold of dynamic RSFC and detects dynamic state transitions in data. TVDN is applicable to multiple modalities of functional neuroimaging such as fMRI and MEG/EEG. The estimated low-dimensional dynamic RSFCs manifold directly links to the frequency content of brain signals. Hence we can evaluate TVDN performance by examining whether learnt features can reconstruct observed brain signals. We conduct comprehensive simulations to evaluate TVDN under hypothetical settings. We then demonstrate the application of TVDN with real fMRI and MEG data, and compare the results with existing benchmarks. Results demonstrate that TVDN is able to correctly capture the dynamics of brain activity and more robustly detect brain state switching both in resting state fMRI and MEG data.

Recent neuroscience studies have suggested that cognitive functions and learning capacity are reflected in the time-evolving dynamics of brain networks. However, an efficient method to detect changes in dynamical brain structures using neural data has yet to be established. To address this issue, we developed a new model-based approach to detect change points in dynamical network structures by combining the model-based network estimation with a phase-coupled oscillator model and sequential Bayesian inference. By giving the model parameter as the prior distribution, applying Bayesian inference allows the extent of temporal changes in dynamic brain networks to be quantified by comparing the prior distribution with the posterior distribution using information theoretical criteria. For this, we used the Kullback-Leibler divergence as an index of such changes. To validate our method, we applied it to numerical data and electroencephalography data. As a result, we confirmed that the Kullback-Leibler divergence only increased when changes in dynamical network structures occurred. Our proposed method successfully estimated both directed network couplings and change points of dynamical structures in the numerical and electroencephalography data. These results suggest that our proposed method can reveal the neural basis of dynamic brain networks.

This paper presents a novel approach to creating a graphical summary of a subject’s activity during a protocol in a Semi Free-Living Environment. Thanks to this new visualization, human behavior, in particular locomotion, can now be condensed into an easy-to-read and user-friendly output. As time series collected while monitoring patients in Semi Free-Living Environments are often long and complex, our contribution relies on an innovative pipeline of signal processing methods and machine learning algorithms. Once learned, the graphical representation is able to sum up all activities present in the data and can quickly be applied to newly acquired time series. In a nutshell, raw data from inertial measurement units are first segmented into homogeneous regimes with an adaptive change-point detection procedure, then each segment is automatically labeled. Then, features are extracted from each regime, and lastly, a score is computed using these features. The final visual summary is constructed from the scores of the activities and their comparisons to healthy models. This graphical output is a detailed, adaptive, and structured visualization that helps better understand the salient events in a complex gait protocol.

This paper proposes a new method for financial portfolio optimization based on reducing simultaneous asset shocks across a collection of assets. This may be understood as an alternative approach to risk reduction in a portfolio based on a new mathematical quantity. First, we apply recently introduced semi-metrics between finite sets to determine the distance between time series’ structural breaks. Then, we build on the classical portfolio optimization theory of Markowitz and use this distance between asset structural breaks for our penalty function, rather than portfolio variance. Our experiments are promising: on synthetic data, we show that our proposed method does indeed diversify among time series with highly similar structural breaks and enjoys advantages over existing metrics between sets. On real data, experiments illustrate that our proposed optimization method performs well relative to nine other commonly used options, producing the second-highest returns, the lowest volatility, and second-lowest drawdown. The main implication for this method in portfolio management is reducing simultaneous asset shocks and potentially sharp associated drawdowns during periods of highly similar structural breaks, such as a market crisis. Our method adds to a considerable literature of portfolio optimization techniques in econometrics and could complement these via portfolio averaging.

The pyHomogeneity package is a pure python package for performing homogeneity tests. The homogeneity test is applied to detect one (or more) change-point/breakpoint in the time series or sequential data. It is one of the essential tests for time series data (e.g. financial time series, hydrology, climate study, etc.). However, till now, there is no Python package available for the homogeneity test. This is where the pyHomogeneity package comes in. Currently, Pettitt’s Test, four variants of Buishand’s Test, and SNHT Test can be performed using this package. The package is freely available for public use.

To understand the dysfunctional mechanisms underlying maladaptive reasoning of psychosis, computational models of decision making have widely been applied over the past decade. Thereby, a particular focus has been on the degree to which beliefs are updated based on new evidence, expressed by the learning rate in computational models. Higher order beliefs about the stability of the environment can determine the attribution of meaningfulness to events that deviate from existing beliefs by interpreting these either as noise or as true systematic changes (volatility). Both, the inappropriate downplaying of important changes as noise (belief update too low) as well as the overly flexible adaptation to random events (belief update too high) were theoretically and empirically linked to symptoms of psychosis. Whereas models with fixed learning rates fail to adjust learning in reaction to dynamic changes, increasingly complex learning models have been adopted in samples with clinical and subclinical psychosis lately. These ranged from advanced reinforcement learning models, over fully Bayesian belief updating models to approximations of fully Bayesian models with hierarchical learning or change point detection algorithms. It remains difficult to draw comparisons across findings of learning alterations in psychosis modeled by different approaches e.g., the Hierarchical Gaussian Filter and change point detection. Therefore, this review aims to summarize and compare computational definitions and findings of dynamic belief updating without perceptual ambiguity in (sub)clinical psychosis across these different mathematical approaches. There was strong heterogeneity in tasks and samples. Overall, individuals with schizophrenia and delusion-proneness showed lower behavioral performance linked to failed differentiation between uninformative noise and environmental change. This was indicated by increased belief updating and an overestimation of volatility, which was associated with cognitive deficits. Correlational evidence for computational mechanisms and positive symptoms is still sparse and might diverge from the group finding of instable beliefs. Based on the reviewed studies, we highlight some aspects to be considered to advance the field with regard to task design, modeling approach, and inclusion of participants across the psychosis spectrum. Taken together, our review shows that computational psychiatry offers powerful tools to advance our mechanistic insights into the cognitive anatomy of psychotic experiences.

Time series segmentation is an important vehicle of data mining and extensively applied in the areas of machine learning and anomaly detection. In real world tasks, dynamics widely exist in time series but have been little concerned. This paper proposes an algorithm which can partition a multivariate time series into subsequences at points where the dynamics change. In process industries, the change of dynamics often relates to operation regime change, working condition shifting or faults. Therefore, to segment time series according to change of dynamics can be useful in data preprocessing and getting deep insight of the process in various industrial process monitoring tasks. The proposed algorithm recursively merges neighborhood subsequences through a heuristic bottom-up procedure. The cost of merging is defined as the mutual predictability of the subsequence models which are constructed using the dynamic-inner principal component analysis algorithm. Then, the goal becomes finding the segmentation scheme which minimizes the averaged dynamic prediction errors of each subsequence model. The proposed algorithm is evaluated on both simulated data and the time series data collected from an industrial processing plant. The results show that it outperforms the static principal component analysis based methods.

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. We address these issues by deriving and applying filters matched to the expected temporal signatures of a change for various sliding window, two-sample tests under IID assumptions on the data. These filters are derived asymptotically with respect to the window size for the Wasserstein quantile test, the Wasserstein-1 distance test, Maximum Mean Discrepancy squared (MMD2), and the Kolmogorov-Smirnov (KS) test. The matched filters are shown to have two important properties. First, they are distribution-free, and thus can be applied without prior knowledge of the underlying data distributions. Second, they are peak-preserving, which allows the filtered signal produced by our methods to maintain expected statistical significance. Through experiments on synthetic data as well as activity recognition benchmarks, we demonstrate the utility of this approach for mitigating false positives and improving the test precision. Our method allows for the localization of change points without the use of ad-hoc post-processing to remove redundant detections common to current methods. We further highlight the performance of statistical tests based on the Quantile-Quantile (Q-Q) function and show how the invariance property of the Q-Q function to order-preserving transformations allows these tests to detect change points of different scales with a single threshold within the same dataset.

The ongoing decline in Arctic sea ice extent and thickness underscores the scientific significance of monitoring the marginal ice zone (MIZ), a transitional region between the open ocean and pack ice. In this study, we used Bootstrap sea ice concentration (SIC) to detect the trend and change point of the Arctic MIZ over 40 years (1983–2022) using two different MIZ definitions: SIC threshold-based (MIZ _t ) and SIC anomaly-based (MIZ $_{\sigma}$ ). This study marks the exploration of a SIC anomaly-based definition of the MIZ over the Arctic. While the two MIZ definitions yield comparable seasonal trends in marginal ice zone fraction (MIZF), the MIZ $_{\sigma}$ fraction values peak during the transition periods (e.g. freeze-up and break-up), while the MIZ _t fraction values peak in August. The analysis also uncovers consistently higher MIZF values for the MIZ $_{\sigma}$ than for MIZ _t across all seasons. Moreover, October and August show the fastest rate of increase in MIZ _t fraction and MIZ $_{\sigma}$ fraction, reflecting the coinciding rapid decrease in sea ice extent during those particular months. Employing the pruned exact linear time, a multiple change point detection method, highlights a significant increase in the MIZ ${_t}$ fraction in October (after 2005) and MIZ ${_\sigma}$ fraction in August (after 2007). This can be indicative of the recent climate change impacts in the Arctic region that may be linked with shifts in SIC and sea ice mobility for MIZ _t and MIZ $_\sigma$ , respectively.

Non-climatic reasons, such as station replacement and changing the measurement device and calculation method, may make climate data unrepresentative of the actual variation of the regional climate. Data quality control and homogenization tests for climate data are critical. Thus, this study aims to evaluate the quality and homogeneity level of precipitation time series in arid and semi-arid climatic zones and specify the breakpoint in the datasets. The proposed methodology has been used to conduct arid and semi-arid representative case studies comprising 40 annual precipitation series for Iraq between 1979 and 2014. A Box-Cox transformation has been used to adjust the non-normally distributed datasets. Outliers have been censored by truncating extreme values. The results of the outliers indicate that they may be caused more by climate variability than by human-induced reasons. Homogeneity adjustments have been developed by applying these four homogeneity tests: Pettitt’s test, the Standard Normal Homogeneity method, Buishand’s test, and von Neumann’s check. Approximately 40% of the series (i.e., 16 stations out of 40) were homogeneous. Each homogeneity test was evaluated separately, and non-homogeneous stations were identified. Then, the series was classified into three groups that were assigned the labels “useful”, “doubtful”, and “suspect”. The results indicated that twenty-one stations were associated with the class ‘suspect’, three of the stations belonged to the class ‘doubtful’, and sixteen locations were within the class ‘useful’. Furthermore, the data analysis indicated no influence of the outliers on the results of the homogeneity tests. Accordingly, the study recommends further research on homogeneity tests that can be applied without considering outlier tests for similar case studies.

The significance of the trends was tested by Mann-Kendall test for annual and seasonal rainfall. Among the 14 taluks, only Hassan taluk shows a significant positive trend in annual rainfall while eight taluks have shown non-significant positive trend and remaining five taluks have shown non-significant negative trend. The annual rainfall for the entire zone have shown non-significant positive trend. For the SWM season, Alur taluk shows a significant negative trend and eight taluks have shown non-significant positive trend. However, five taluks and whole zone showed a non-significant negative trend. Southwest monsoon and annual rainfall in Bhadravathi taluk was increased in 2007 (571.9 mm to 785.1 mm and 857.6 mm to 1090.9 mm, respectively) and in Shivamogga, the change in annual rainfall was decreased during 1983 (1497.5 mm to 944.0 mm) and 2011 (944.0 mm to 796.6 mm). The northeast monsoon rainfall was increased during 1992 (134.3 mm to 441.1 mm) and it was decreased during 1994 (441.1 mm to 162.0 mm) in Shikaripura taluk. Similarly, in Hunsur taluk, the SW Monsoon rainfall has increased (701.8 mm to 1010.2 mm) during 1991 and it was decreased during 2001 (1010.2 mm to 723.3 mm), in Periyapatna and Honnali taluk, Northeast monsoon rainfall has decreased during 2012 and 2011, respectively.

Abstract Background Biochemical networks are often described through static or time-averaged measurements of the component macromolecules. Temporal variation in these components plays an important role in both describing the dynamical nature of the network as well as providing insights into causal mechanisms. Few methods exist, specifically for systems with many variables, for analyzing time series data to identify distinct temporal regimes and the corresponding time-varying causal networks and mechanisms. Results In this study, we use well-constructed temporal transcriptional measurements in a mammalian cell during a cell cycle, to identify dynamical networks and mechanisms describing the cell cycle. The methods we have used and developed in part deal with Granger causality, Vector Autoregression, Estimation Stability with Cross Validation and a nonparametric change point detection algorithm that enable estimating temporally evolving directed networks that provide a comprehensive picture of the crosstalk among different molecular components. We applied our approach to RNA-seq time-course data spanning nearly two cell cycles from Mouse Embryonic Fibroblast (MEF) primary cells. The change-point detection algorithm is able to extract precise information on the duration and timing of cell cycle phases. Using Least Absolute Shrinkage and Selection Operator (LASSO) and Estimation Stability with Cross Validation (ES-CV), we were able to, without any prior biological knowledge, extract information on the phase-specific causal interaction of cell cycle genes, as well as temporal interdependencies of biological mechanisms through a complete cell cycle. Conclusions The temporal dependence of cellular components we provide in our model goes beyond what is known in the literature. Furthermore, our inference of dynamic interplay of multiple intracellular mechanisms and their temporal dependence on one another can be used to predict time-varying cellular responses, and provide insight on the design of precise experiments for modulating the regulation of the cell cycle.

Under the background of intensifying global change, the frequent occurrence of agrometeorological disasters has an adverse impact on the social economy. Low-temperature weather in spring is one of the main agrometeorological disasters in Xinjiang. Studying the spatial and temporal characteristics of low temperatures in spring in Xinjiang is of great significance. However, research on the spatiotemporal variation of spring frost in arid areas is currently lacking, which limits our understanding of the occurrence and development mechanism of typical disastrous weather events in arid areas. Therefore, on the basis of the daily meteorological data of 40 meteorological stations in the Xinjiang Province of China from 1971 to 2020, we studied the spatiotemporal heterogeneity of spring frost in Xinjiang through trend analysis, the Mann–Kendall test, Kriging interpolation, and wavelet analysis. Results showed that the frequency of spring frost had the spatial trend from Northern Xinjiang to Southern Xinjiang. The occurrence frequency of spring frost in the entire and northern region of Xinjiang had an upward trend, whereas that in Southern Xinjiang showed a downward trend. Severe and moderate spring frost events mainly occurred in Xinjiang. The duration of spring frost had the characteristics of Northern Xinjiang to Southern Xinjiang. The spring frost in Northern Xinjiang mainly occurred in April, and that of Southern Xinjiang was in March. Obvious 15-, 10-, and 20-year oscillation cycles were observed in the occurrence frequency of spring frost in the entire, southern, and northern regions of Xinjiang, respectively. This study can provide a useful reference for the prediction and research corresponding to the occurrence mechanism of spring frost in arid areas.

Homogenization is an important and crucial step to improve the usage of observational data for climate analysis. This work is motivated by the analysis of long series of GNSS Integrated Water Vapour (IWV) data, which have not yet been used in this context. This paper proposes a novel segmentation method called segfunc that integrates a periodic bias and a heterogeneous, monthly varying, variance. The method consists in estimating first the variance using a robust estimator and then estimating the segmentation and periodic bias iteratively. This strategy allows for the use of the dynamic programming algorithm, which is the most efficient exact algorithm to estimate the change point positions. The performance of the method is assessed through numerical simulation experiments. It is implemented in the R package GNSSseg, which is available on the CRAN. This paper presents the application of the method to a real data set from a global network of 120 GNSS stations. A hit rate of 32% is achieved with respect to available metadata. The final segmentation is made in a semi-automatic way, where the change points detected by three different penalty criteria are manually selected. In this case, the hit rate reaches 60% with respect to the metadata.

Predictive Maintenance (PdM) is one of the most important applications of advanced data science in Industry 4.0, aiming to facilitate manufacturing processes. To build PdM models, sufficient data, such as condition monitoring and maintenance data of the industrial application, are required. However, collecting maintenance data is complex and challenging as it requires human involvement and expertise. Due to time constraints, motivating workers to provide comprehensive labeled data is very challenging, and thus maintenance data are mostly incomplete or even completely missing. In addition to these aspects, a lot of condition monitoring data-sets exist, but only very few labeled small maintenance data-sets can be found. Hence, our proposed solution can provide additional labels and offer new research possibilities for these data-sets. To address this challenge, we introduce MEDEP, a novel maintenance event detection framework based on the Pruned Exact Linear Time (PELT) approach, promising a low false-positive (FP) rate and high accuracy results in general. MEDEP could help to automatically detect performed maintenance events from the deviations in the condition monitoring data. A heuristic method is proposed as an extension to the PELT approach consisting of the following two steps: (1) mean threshold for multivariate time series and (2) distribution threshold analysis based on the complexity-invariant metric. We validate and compare MEDEP on the Microsoft Azure Predictive Maintenance data-set and data from a real-world use case in the welding industry. The experimental outcomes of the proposed approach resulted in a superior performance with an FP rate of around 10% on average and high sensitivity and accuracy results.

With the rapid development of wind and photovoltaic power generation, hydro-turbine generator units have to operate in a challenging way, resulting in obvious vibration problems. Because of the significant impact of vibration on safety and economical operation, it is of great significance to study the causal relationship between vibration and other variables. The complexity of the hydro-turbine generator unit makes it difficult to analyze the causality of the mechanism. This paper studied the correlation based on a data-driven method, then transformed the correlation into causality based on the mechanism. In terms of correlation, traditional research only judges whether there is a correlation between all data. When the data with correlation are interfered with by the data without correlation, the traditional methods cannot accurately identify the correlation. A piecewise correlation method based on change point detection was proposed to fill this research gap. The proposed method segmented time series pairs, then analyzed the correlation between subsequences. The causality between power load and vibration of a hydro-turbine generator unit was further analyzed. It indicated that when the power load is less than 200 MW, the causality is weak, and when the power load is greater than 375 MW, the causality is strong. The results show that the causality between vibration and power load is not fixed but piecewise. Furthermore, the piecewise correlation method compensated for the limitation of high variance of the maximum information coefficient.

Change point detection is essential to understand the time-evolving structure of dynamic networks. Recent research shows that a latent semantic indexing (LSI)-based algorithm effectively detects the change points of a dynamic network. The LSI-based method involves a singular value decomposition (SVD) on the data matrix. In a dynamic scenario, recomputing the SVD of a large matrix each time new data arrives is prohibitively expensive and impractical. A more efficient approach is to incrementally update the decomposition. However, in the classical incremental SVD (incSVD) algorithm, the information of the newly added columns is not fully considered in updating the right singular space, resulting in an approximation error which cannot be ignored. This paper proposes an enhanced incSVD (EincSVD) algorithm, in which the right singular matrix is calculated in an alternative way. An adaptive EincSVD (AEincSVD) algorithm is also proposed to further reduce the computational complexity. Theoretical analysis proves that the approximation error of the EincSVD is smaller than that of the incSVD. Simulation results demonstrate that the EincSVD and the AEincSVD perform much better than the incSVD on change point detection, and the performance of the EincSVD is comparable to the batch SVD algorithm.

We consider a function estimation method with change point detection using truncated power spline basis and elastic-net-type L1-norm penalty. The L1-norm penalty controls the jump detection and smoothness depending on the value of the parameter. In terms of the proposed estimators, we introduce two computational algorithms for the Lagrangian dual problem (coordinate descent algorithm) and constrained convex optimization problem (an algorithm based on quadratic programming). Subsequently, we investigate the relationship between the two algorithms and compare them. Using both simulation and real data analysis, numerical studies are conducted to validate the performance of the proposed method.

Given the increasing occurrence of deviant activities in online platforms, it is of paramount importance to develop methods and tools that allow in-depth analysis and understanding to then develop effective countermeasures. This work proposes a framework towards detecting statistically significant change points in terrorism-related time series, which may indicate the occurrence of events to be paid attention to. These change points may reflect changes in the attitude towards and/or engagement with terrorism-related activities and events, possibly signifying, for instance, an escalation in the radicalization process. In particular, the proposed framework involves: (i) classification of online textual data as terrorism- and hate speech-related, which can be considered as indicators of a potential criminal or terrorist activity; and (ii) change point analysis in the time series generated by these data. The use of change point detection (CPD) algorithms in the produced time series of the aforementioned indicators—either in a univariate or two-dimensional case—can lead to the estimation of statistically significant changes in their structural behavior at certain time locations. To evaluate the proposed framework, we apply it on a publicly available dataset related to jihadist forums. Finally, topic detection on the estimated change points is implemented to further assess its effectiveness.

Due to the exponential growth of the Internet of Things networks and the massive amount of time series data collected from these networks, it is essential to apply efficient methods for Big Data analysis in order to extract meaningful information and statistics. Anomaly detection is an important part of time series analysis, improving the quality of further analysis, such as prediction and forecasting. Thus, detecting sudden change points with normal behavior and using them to discriminate between abnormal behavior, i.e., outliers, is a crucial step used to minimize the false positive rate and to build accurate machine learning models for prediction and forecasting. In this paper, we propose a rule-based decision system that enhances anomaly detection in multivariate time series using change point detection. Our architecture uses a pipeline that automatically manages to detect real anomalies and remove the false positives introduced by change points. We employ both traditional and deep learning unsupervised algorithms, in total, five anomaly detection and five change point detection algorithms. Additionally, we propose a new confidence metric based on the support for a time series point to be an anomaly and the support for the same point to be a change point. In our experiments, we use a large real-world dataset containing multivariate time series about water consumption collected from smart meters. As an evaluation metric, we use Mean Absolute Error (MAE). The low MAE values show that the algorithms accurately determine anomalies and change points. The experimental results strengthen our assumption that anomaly detection can be improved by determining and removing change points as well as validates the correctness of our proposed rules in real-world scenarios. Furthermore, the proposed rule-based decision support systems enable users to make informed decisions regarding the status of the water distribution network and perform effectively predictive and proactive maintenance.

A sizable amount of current literature on online drift detection tools thrive on unrealistic parametric strictures such as normality or on non-parametric methods whose power performance is questionable. Using minimal realistic assumptions such as unimodality, we have strived to proffer an alternative, through a novel application of Bernstein's inequality. Simulations from such parametric densities as Beta and Logitnormal as well as real-data analyses demonstrate this new method's superiority over similar techniques relying on bounds, such as Hoeffding's. Improvements are apparent in terms of higher power, efficient sample sizes, and sensitivity to parameter values.

This study considers support vector regression (SVR) and twin SVR (TSVR) for the time series of counts, wherein the hyper parameters are tuned using the particle swarm optimization (PSO) method. For prediction, we employ the framework of integer-valued generalized autoregressive conditional heteroskedasticity (INGARCH) models. As an application, we consider change point problems, using the cumulative sum (CUSUM) test based on the residuals obtained from the PSO-SVR and PSO-TSVR methods. We conduct Monte Carlo simulation experiments to illustrate the methods’ validity with various linear and nonlinear INGARCH models. Subsequently, a real data analysis, with the return times of extreme events constructed based on the daily log-returns of Goldman Sachs stock prices, is conducted to exhibit its scope of application.

We investigated the change in terminus position between 1985 and 2015 of 17 marine-terminating glaciers that drain into Disko and Uummannaq Bays, West Greenland, by manually digitizing over 5000 individual frontal positions from over 1200 Landsat images. We find that 15 of 17 glacier termini retreated over the study period, with ~80% of this retreat occurring since 2000. Increased frequency of Landsat observations since 2000 allowed for further investigation of the seasonal variability in terminus position. We identified 10 actively retreating glaciers based on a significant positive relationship between glaciers with cumulative retreat >300 m since 2000 and their average annual amplitude (seasonal range) in terminus position. Finally, using the Detecting Breakpoints and Estimating Segments in Trend (DBEST) program, we investigated whether the 2000–2015 trends in terminus position were explained by the occurrence of change points (significant trend transitions). Based on the change point analysis, we found that nine of 10 glaciers identified as actively retreating also underwent two or three periods of change, during which their terminus positions were characterized by increases in cumulative retreat. Previous literature suggests potential relationships between our identified change dates with anomalous ocean conditions, such as low sea ice concentration and high sea surface temperatures, and our change durations with individual fjord geometry.