scholarly journals Structural change detection in ordinal time series

PLoS ONE ◽  
2021 ◽  
Vol 16 (8) ◽  
pp. e0256128
Author(s):  
Fuxiao Li ◽  
Mengli Hao ◽  
Lijuan Yang
Keyword(s):  
Time Series ◽  
Structural Change ◽  
Change Point ◽  
Null Hypothesis ◽  
Change Point Detection ◽  
Complex Data ◽  
Test Statistics ◽  
Efficient Score ◽  
Score Vector ◽  
Ordinal Time Series

Change-point detection in health care data has recently obtained considerable attention due to the increased availability of complex data in real-time. In many applications, the observed data is an ordinal time series. Two kinds of test statistics are proposed to detect the structural change of cumulative logistic regression model, which is often used in applications for the analysis of ordinal time series. One is the standardized efficient score vector, the other one is the quadratic form of the efficient score vector with a weight function. Under the null hypothesis, we derive the asymptotic distribution of the two test statistics, and prove the consistency under the alternative hypothesis. We also study the consistency of the change-point estimator, and a binary segmentation procedure is suggested for estimating the locations of possible multiple change-points. Simulation results show that the former statistic performs better when the change-point occurs at the centre of the data, but the latter is preferable when the change-point occurs at the beginning or end of the data. Furthermore, the former statistic could find the reason for rejecting the null hypothesis. Finally, we apply the two test statistics to a group of sleep data, the results show that there exists a structural change in the data.

scholarly journals Change Point Enhanced Anomaly Detection for IoT Time Series Data

Water ◽  
2021 ◽  
Vol 13 (12) ◽  
pp. 1633
Author(s):  
Elena-Simona Apostol ◽  
Ciprian-Octavian Truică ◽  
Florin Pop ◽  
Christian Esposito
Keyword(s):  
Time Series ◽  
Anomaly Detection ◽  
Change Point ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Change Point Detection ◽  
Change Points ◽  
Series Data ◽  
Prediction And Forecasting ◽  
Point Detection

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.

scholarly journals WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Data

2021 ◽  
Author(s):  
Kamil Faber ◽  
Roberto Corizzo ◽  
Bartlomiej Sniezynski ◽  
Michael Baron ◽  
Nathalie Japkowicz
Keyword(s):  
Time Series ◽  
Change Point ◽  
Time Series Data ◽  
Change Point Detection ◽  
Series Data ◽  
High Dimensional ◽  
Point Detection

scholarly journals Bayesian Change Point Detection of Vegetation Cover Dynamics of Akure Forest Reserve, Ondo State in Southwestern, Nigeria

2021 ◽  
Vol 25 (8) ◽  
pp. 1449-1452
Author(s):  
P.A. Ukoha ◽  
S.J. Okonkwo ◽  
A.R. Adewoye
Keyword(s):  
Time Series ◽  
Change Point ◽  
Vegetation Index ◽  
Google Earth ◽  
Change Point Detection ◽  
Mcmc Methods ◽  
Landsat Images ◽  
Southwestern Nigeria ◽  
Forest Reserve ◽  
Point Detection

This study uses satellite acquired vegetation index data to monitor changes in Akure forest reserve. Enhanced Vegetation Index (EVI) time series datasets were extracted from Landsat images; extraction was performed on the Google Earth Engine (GEE) platform. The datasets were analyzed using Bayesian Change Point (BCP) to monitor the abrupt changes in vegetation dynamics associated with deforestation. The BCP shows the magnitude of changes over the years, from the posterior data obtained. BCP focuses on changes in the long‐range using Markov Chain Monte Carlo (MCMC) methods, this returns posterior probability at > 0.5% of a change point occurring at each time index in the time series. Three decades of Landsat data were classified using the random forest algorithm to assess the rate of deforestation within the study area. The results shows forest in 2000 (97.7%), 2010 (89.4%), 2020 (84.7%) and non-forest increase 2000 (2.0%), 2010 (10.6%), 2020 (15.3%). Kappa coefficient was also used to determine the accuracy of the classification.

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