Develops a method to detect changes in linear systems with temporal correlations.
problem Detect abrupt changes in time series data with temporal correlations.
method Data-dependent threshold for online change point detection in linear dynamical systems.
result Achieves a pre-specified upper bound on the probability of false alarms and provides a finite-sample-based bound for detection probability.
Graph change-point detection method learns graph similarity from data.
problem Detect abrupt changes in dynamic networks.
method Siamese graph neural network for graph similarity learning.
result Method detects changes in diverse types of networks with minimal data history.
New model detects gradual changes in processes more accurately.
problem Traditional change-point models fail to identify gradual changes effectively.
method Introduces a Bayesian change-dynamic model using hierarchical models for gradual change detection.
result The model identifies gradual changes faster and more accurately than traditional models.
Framework LiLY recovers latent causal variables from time-series data under distribution shifts.
problem Learning and correcting models under unknown distribution shifts in time-series data.
method LiLY framework that recovers latent causal variables and identifies their relations from temporal data under different distribution shifts.
result The framework reliably identifies time-delayed latent causal influences from observed variables under different distribution changes.
Proposes a model to detect changes in multivariate time series data.
problem Detect abrupt changes in multivariate time series data considering dependencies and correlations.
method Integrates graph neural networks into an encoder-decoder framework to model correlation structures and dynamics.
result Advantageous performance on CPD tasks over strong baselines, classifying changes as correlation or independent.
Model for dynamic relational data with regime changes.
problem Handling abrupt changes in dynamic relational data.
method Factorized fusion shrinkage model with global-local shrinkage priors.
result Posterior distribution attains minimax optimal rate up to logarithmic factors.
MOSAIC detects change points in dynamic networks with low-rank and sparse changes.
problem Detecting change points in dynamic networks with specific structural properties.
method Eigen-decomposition-based test with screened signals and residual-based adjustment.
result MOSAIC achieves minimax-optimal detection and testing rates.
Online detection of abrupt changes in high-dimensional data streams.
problem Detecting abrupt changes in high-dimensional, streaming data with multiple subspaces.
method Dynamic sparse subspace learning approach with multiple structural change-point model, Bayesian information criterion for penalty coefficients selection, and Pruned Exact Linear Time algorithm.
result Effectiveness demonstrated through simulation and real gesture data studies.
Estimates change point in high-dimensional dynamic graphical models.
problem Detecting change points in high-dimensional graphical models.
method Developed an estimator with Op(ψ−2) rate of convergence, established asymptotic distribution under high-dimensional scaling. result Asymptotic distribution characterized under vanishing and non-vanishing jump size regimes.
RAID algorithm detects anomalies in real-time IoT systems.
problem Anomaly detection limitations in multivariate dynamic processes.
method Adapts to non-stationary effects and handles data drift.
result Improved detection accuracy and root cause isolation.
Paper uses TCN with attention to predict UHF stock price changes.
problem Predicting discrete dynamic distribution of UHF stock price changes.
method Classified price changes, used TCN with attention mechanism.
result TCN and TCN (attention) models outperform GARCH and LSTM models.
Many real-world networks are complex dynamical systems, where both local (e.g., changing node attributes) and global (e.g., changing network topology) processes unfold over time. Local dynamics may provoke global changes in the network, and the ability to detect such effects could have profound implications for a numbe…
For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating conditions. However, conventional distributed monitoring approaches do not consider the…
Paper introduces a novel framework for recognizing dynamic ranking structures in preference-based data.
problem Complex and noisy preference-based data often hide underlying homogeneous structures.
method Developed an approach to identify dynamic ranking groups using temporal penalties and spectral estimation. Introduced an objective function for detecting structural changes.
result Consistent recognition of ranking groups and structural changes in preference-based data.
Employing data on the assessed value of land in 1983 -- 2005 Japan, we investigate the dynamical behavior in the high scale region of non-equilibrium systems. From the detailed quasi-balance and Gibrat's law, we derive a relation between the change of Pareto index and a symmetry in the detailed quasi-balance. The relat…
Proposes a deep learning method for modeling dynamic individual-level latent trajectories with changing parameters.
problem Modeling longitudinal data with changing individual-level dynamics parameters.
method Combines deep learning for dimensionality reduction and differential equations for dynamic modeling, allowing different parameters for sub-periods.
result Successfully identifies dynamic parameters and predictors of resilience.
Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.
problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.
Whilst there are many approaches to detecting changes in mean for a univariate time-series, the problem of detecting multiple changes in slope has comparatively been ignored. Part of the reason for this is that detecting changes in slope is much more challenging. For example, simple binary segmentation procedures do no…
This thesis improves OCO algorithms for dynamic data environments.
problem Sequential, changing data in big data environments.
method Designing algorithms to adapt to changing environments.
result Improved algorithms for online resource allocation.
Bayesian method detects change points in time series data.
problem Detecting significant regime shifts in time series data.
method Bayesian autoregressive model with time-varying parameters.
result Enhanced estimate accuracy and forecasting power.
New RL method tackles dynamic, heterogeneous data.
problem Temporal non-stationarity and subject heterogeneity in reinforcement learning.
method Alternates between change point detection and cluster identification.
result Improves policy learning by detecting similar dynamics over time and across individuals.
Study reveals trade dynamics in dry bulk shipping networks, highlighting their randomness and periodic changes.
problem Understanding the randomness and periodic changes in dry bulk shipping networks.
method Analysis of micro-level trade flow data from 2015 to 2023, focusing on grain, coal, and iron ore networks.
result Dry bulk shipping networks exhibit small-world phenomena and periodic life cycles, influenced by importing ports and global events.
SimCD simultaneously clusters cells and identifies differential gene expression in scRNA-seq data.
problem Separate clustering and differential expression analysis for scRNA-seq data leads to suboptimal results.
method Develops SimCD, a unified hierarchical gamma-negative binomial model for simultaneous cell clustering and differential expression analysis.
result SimCD outperforms existing methods in discovering cell clusters and capturing dynamic expression changes.
The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To addr…
Study analyzes price change patterns across different market capitalizations using Markov chains.
problem Understanding price dynamics in limit order markets across various market capitalizations.
method Discrete-time Markov chain analysis of intraday price changes in NASDAQ100 tick data.
result Systematic patterns in price inertia and stability across market capitalizations are identified.
Large volume of networked streaming event data are becoming increasingly available in a wide variety of applications, such as social network analysis, Internet traffic monitoring and healthcare analytics. Streaming event data are discrete observation occurred in continuous time, and the precise time interval between tw…
DVE models dynamic changes in feature embeddings for better sequence-aware applications.
problem Dynamic characterization of feature variations in time-varying data.
method Dynamic Variational Embedding (DVE) using recurrent neural networks.
result DVE models intrinsic nature and temporal variation of nodes effectively.
Study analyzes stock market dynamics using recurrence measures and transitions.
problem Understanding transitions in stock market dynamics during crises.
method Recurrence plots and networks from nonstationary stock market data.
result Recurrence measures capture transitions in stock market dynamics.
Dynamic Boltzmann Machine (DyBM) has been shown highly efficient to predict time-series data. Gaussian DyBM is a DyBM that assumes the predicted data is generated by a Gaussian distribution whose first-order moment (mean) dynamically changes over time but its second-order moment (variance) is fixed. However, in many fi…
Dynamic robust PCA refers to the dynamic (time-varying) extension of robust PCA (RPCA). It assumes that the true (uncorrupted) data lies in a low-dimensional subspace that can change with time, albeit slowly. The goal is to track this changing subspace over time in the presence of sparse outliers. We develop and study …
New framework for regression trees with multivariate response and dynamic mean vectors.
problem Characterizing and implementing regression trees for multivariate responses.
method High dimensional model with dynamic mean vectors over multi-dimensional change axes.
result Optimal rate of convergence and asymptotic valid confidence intervals for change points.
From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of anomalous nodes which compares dissimilarly with the normal nodes. We study a sim…
We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential, where the `temperature' fluctuates slowly. The model generally yields a fat-tailed…
AdaKoop efficiently models nonlinear dynamics from nonstationary data streams.
problem Capturing nonlinear dynamics in nonstationary data streams with computational efficiency.
method Koopman operator theory and probabilistic framework for streaming data.
result AdaKoop outperforms state-of-the-art methods in real-time forecasting accuracy and efficiency.
We investigate the dynamics of growth models in terms of dynamical system theory. We analyse some forms of knowledge and its influence on economic growth. We assume that the rate of change of knowledge depends on both the rate of change of physical and human capital. First, we study model with constant savings. The mod…
Geometric pruning rules improve change point detection in multiple time series.
problem Detecting multiple changes in multiple independent time series.
method Dynamic programming algorithms with inequality-based and geometric pruning rules.
result Geometric pruning rules offer close-to-linear time complexity for multiple independent time series.
New method detects dynamical system changes in time series data.
problem Detecting changes in time series data structures.
method Weighted Ordinal Partition Network (OPN) with topological data analysis (TDA).
result Improved accuracy and resilience to noise in dynamic state detection.
The paper examines spillovers between agriculture, crude oil, carbon, and climate markets.
problem Understanding dynamic spillovers between agriculture, crude oil, carbon emission, and climate markets.
method A novel R2 decomposed connectedness approach. result Overall spillovers are mainly contemporaneous, not lagged; climate change significantly impacts others; agricultural markets have heterogeneous effects; corn is a major risk contributor.
OSAMD adapts online to changing distributions with limited labels.
problem Models struggle with continual distribution shifts and expensive labeling in changing environments.
method Online Active Continual Adaptation with OSAMD, an online teacher-student structure and margin-based criterion.
result OSAMD achieves favorable dynamic regret bounds under changing environments with limited labels.
Predicting unobserved bifurcations in time series with unsupervised parameter extraction.
problem Predicting system behavior with unknown parameters from time series data.
method Reservoir computing framework for unsupervised extraction of slowly varying system parameters.
result Model predicts unknown bifurcations not present in training data.
Modular pipeline improves stock portfolio prediction robustness under regime changes.
problem Overfitting in deep learning models for non-stationary datasets.
method Modular machine learning pipeline with GBDT models and online learning techniques.
result GBDT models with dropout show high performance, robustness, and generalisability.
We consider the problem of estimating the location of a single change point in a dynamic stochastic block model. We propose two methods of estimating the change point, together with the model parameters. The first employs a least squares criterion function and takes into consideration the full structure of the stochast…
This note outlines a method for clustering time series based on a statistical model in which volatility shifts at unobserved change-points. The model accommodates some classical stylized features of returns and its relation to GARCH is discussed. Clustering is performed using a probability metric evaluated between post…
Prospective learning improves AI performance in changing conditions.
problem Machine learning algorithms struggle with changing data distributions and evolving goals.
method Developed a new mathematical framework called Prospective Learning.
result Preliminary results show improved algorithm performance and applicability to sequential decision-making.
Bayesian framework detects symmetries in chaotic dynamical systems.
problem Detecting symmetries in chaotic attractors for insights into dynamical system structure.
method Bayesian framework using Gibbs posterior constructed from Wasserstein distances.
result Bayesian framework accurately recovers symmetries under high noise and small sample sizes.
Unified framework detects changes in complex system models.
problem Accurate identification of dynamic changes in simulation models.
method Combines machine learning and process-driven simulation modeling.
result Significantly improves change point detection accuracy.
DiwE uses regional distribution changes to create diverse ensemble classifiers for concept drift.
problem Handling concept drift in evolving data streams.
method DiwE measures diversity based on regional distribution disagreement and uses it to weight instances and select classifiers.
result DiwE outperforms other algorithms on various synthetic and real-world data stream benchmarks.
Dynamic memory prevents forgetting in continuous learning of medical images.
problem Catastrophic forgetting in machine learning models over time due to domain shifts.
method Dynamic memory to store and replay diverse training data subsets.
result Dynamic memory mitigates forgetting without knowing when shifts occur.