Change Point Detection Algorithm Research Articles

Exposing Speech Transsplicing Forgery with Noise Level Inconsistency

Splicing is one of the most common tampering techniques for speech forgery in many forensic scenarios. Some successful approaches have been presented for detecting speech splicing when the splicing segments have different signal-to-noise ratios (SNRs). However, when the SNRs between the spliced segments are close or even same, no effective detection methods have been reported yet. In this study, noise inconsistency between the original speech and the inserted segment from other speech is utilized to detect the splicing trace. First, noise signal of the suspected speech is extracted by a parameter-optimized noise estimation algorithm. Second, the statistical Mel frequency features are extracted from the estimated noise signal. Finally, the spliced region is located by utilizing a change point detection algorithm on the estimated noise signal. The effectiveness of the proposed method is evaluated on a well-designed speech splicing dataset. The comparative experimental results show that the proposed algorithm can achieve better detection performance than other algorithms.

Post-selection inference for changepoint detection algorithms with application to copy number variation data.

Changepoint detection methods are used in many areas of science and engineering, for example, in the analysis of copy number variation data to detect abnormalities in copy numbers along the genome. Despite the broad array of available tools, methodology for quantifying our uncertainty in the strength (or the presence) of given changepoints post-selection are lacking. Post-selection inference offers a framework to fill this gap, but the most straightforward application of these methods results in low-powered hypothesis tests and leaves open several important questions about practical usability. In this work, we carefully tailor post-selection inference methods toward changepoint detection, focusing on copy number variation data. To accomplish this, we study commonly used changepoint algorithms: binary segmentation, as well as two of its most popular variants, wild and circular, and the fused lasso. We implement some of the latest developments in post-selection inference theory, mainly auxiliary randomization. This improves the power, which requires implementations of Markov chain Monte Carlo algorithms (importance sampling and hit-and-run sampling) to carry out our tests. We also provide recommendations for improving practical useability, detailed simulations, and example analyses on array comparative genomic hybridization as well as sequencing data.

Facilitating Human Activity Data Annotation via Context-Aware Change Detection on Smartwatches

Annotating activities of daily living (ADL) is vital for developing machine learning models for activity recognition. In addition, it is critical for self-reporting purposes such as in assisted living where the users are asked to log their ADLs. However, data annotation becomes extremely challenging in real-world data collection scenarios, where the users have to provide annotations and labels on their own. Methods such as self-reports that rely on users’ memory and compliance are prone to human errors and become burdensome since they increase users’ cognitive load. In this article, we propose a light yet effective context-aware change point detection algorithm that is implemented and run on a smartwatch for facilitating data annotation for high-level ADLs. The proposed system detects the moments of transition from one to another activity and prompts the users to annotate their data. We leverage freely available Bluetooth low energy (BLE) information broadcasted by various devices to detect changes in environmental context. This contextual information is combined with a motion-based change point detection algorithm, which utilizes data from wearable motion sensors, to reduce the false positives and enhance the system's accuracy. Through real-world experiments, we show that the proposed system improves the quality and quantity of labels collected from users by reducing human errors while eliminating users’ cognitive load and facilitating the data annotation process.

Change-point detection: application of Cusum method to real life data

Several procedures have been developed for the detection of abrupt changes in time series. Among these procedures, it can be mentioned the Cumulative Sum (Cusum) type method. It is in such a perspective that Katchekpele et al. (2017) proposed a method using a Cusum type test to detect a change-point in the unconditional variance of the generalised autoregressive conditional heteroskedasticity(GARCH) models. The aim of this paper is to present an application of their technique. After briefly recalling how the test statistic was constructed, the change-point detection algorithm is given and it is shown how it is applied to some real life data.

Optimal nonparametric change point analysis

We study change point detection and localization for univariate data in fully nonparametric settings, in which at each time point, we acquire an independent and identically distributed sample from an unknown distribution that is piecewise constant. The magnitude of the distributional changes at the change points is quantified using the Kolmogorov–Smirnov distance. Our framework allows all the relevant parameters, namely the minimal spacing between two consecutive change points, the minimal magnitude of the changes in the Kolmogorov–Smirnov distance, and the number of sample points collected at each time point, to change with the length of the time series. We propose a novel change point detection algorithm based on the Kolmogorov–Smirnov statistic and show that it is nearly minimax rate optimal. Our theory demonstrates a phase transition in the space of model parameters. The phase transition separates parameter combinations for which consistent localization is possible from the ones for which this task is statistically infeasible. We provide extensive numerical experiments to support our theory.

Online detection of failures generated by storage simulator

Modern large-scale data-farms consist of hundreds of thousands of storage devices that span distributed infrastructure. Devices used in modern data centers (such as controllers, links, SSD- and HDD-disks) can fail due to hardware as well as software problems. Such failures or anomalies can be detected by monitoring the activity of components using machine learning techniques. In order to use these techniques, researchers need plenty of historical data of devices in normal and failure mode for training algorithms. In this work, we challenge two problems: 1) lack of storage data in the methods above by creating a simulator and 2) applying existing online algorithms that can faster detect a failure occurred in one of the components.We created a Go-based (golang) package for simulating the behavior of modern storage infrastructure. The software is based on the discrete-event modeling paradigm and captures the structure and dynamics of high-level storage system building blocks. The package's exible structure allows us to create a model of a real-world storage system with a configurable number of components. The primary area of interest is exploring the storage machine's behavior under stress testing or exploitation in the medium-or long-term for observing failures of its components.To discover failures in the time series distribution generated by the simulator, we modified a change point detection algorithm that works in online mode. The goal of the change-point detection is to discover differences in time series distribution. This work describes an approach for failure detection in time series data based on direct density ratio estimation via binary classifiers.

An entropy-based approach to the study of human mobility and behavior in private homes.

Understanding human mobility in outdoor environments is critical for many applications including traffic modeling, urban planning, and epidemic modeling. Using data collected from mobile devices, researchers have studied human mobility in outdoor environments and found that human mobility is highly regular and predictable. In this study, we focus on human mobility in private homes. Understanding this type of human mobility is essential as smart-homes and their assistive applications become ubiquitous. We model the movement of a resident using ambient motion sensor data and construct a chronological symbol sequence that represents the resident’s movement trajectory. Entropy rate is used to quantify the regularity of the resident’s mobility patterns, and an upper bound of predictability is estimated. However, the presence of visitors and malfunctioning sensors result in data that is not representative of the resident’s mobility patterns. We apply a change-point detection algorithm based on penalized contrast function to detect these changes, and to identify the time periods when the data do not completely reflect the resident’s activities. Experimental results using the data collected from 10 private homes over periods of 178 to 713 days show that human mobility at home is also highly predictable in the range of 70% independent of variations in floor plans and individual daily routines.

Bayesian Online Change Point Detection for Baseline Shifts

In time series data analysis, detecting change points on a real-time basis (online) is of great interest in many areas, such as finance, environmental monitoring, and medicine. One promising means to achieve this is the Bayesian online change point detection (BOCPD) algorithm, which has been successfully adopted in particular cases in which the time series of interest has a fixed baseline. However, we have found that the algorithm struggles when the baseline irreversibly shifts from its initial state. This is because with the original BOCPD algorithm, the sensitivity with which a change point can be detected is degraded if the data points are fluctuating at locations relatively far from the original baseline. In this paper, we not only extend the original BOCPD algorithm to be applicable to a time series whose baseline is constantly shifting toward unknown values but also visualize why the proposed extension works. To demonstrate the efficacy of the proposed algorithm compared to the original one, we examine these algorithms on two real-world data sets and six synthetic data sets.

Construction of a Power Quality Monitoring System Based on the Wavelet Transform Change-Point Detection Algorithm on the Virtual Instrument Platform

It is aimed to carry out the investigation on power quality detection, promote the realization of efficient transmission of network data, and expand the application of wavelet transform change-point detection algorithm in the monitoring system. The voltage deviation is used as a starting point to explore the detection of power quality. First, it describes the harmonics of the public power grid and the limits of harmonic voltage. Second, based on the virtual instrument platform, the power quality monitoring system based on wavelet transform change-point detection algorithm is completed. Finally, by adding a monitoring terminal and a service terminal, the design of the monitoring system server is completed. Through the analysis of the experimental results, it is found that in the monitoring system, the current waveform and the three-phase voltage can be accurately displayed. The combined design of the networked monitoring system and the system server enables the system to complete the rapid transmission of data related to power quality, while having a good monitoring effect. For the optimization of networked monitoring experienceof the server, the application of wavelet transform in power quality measurement is realized. The power quality monitoring system proposed has a strong practicality in power quality monitoring.

Online detection of offsets in GPS time series

This paper deals with the online offset detection in GPS time series recorded in volcanic areas. The interest for this problem lies in the fact that an offset can indicate the opening of eruptive fissures. A Change Point Detection algorithm is applied to carry out, in an online framework, the offset detection. Experimental results show that the algorithm is able to recognize the offset generated by the Mount Etna eruption, occurred on December 24, 2018, with a delay of about 4 samples, corresponding to 40 min, compared to the best offline detection. Furthermore, analysis of the trade-off between success and false alarms is carried out and discussed.

Request–Response and Censoring-Based Energy-Efficient Decentralized Change-Point Detection With IoT Applications

Change-point detection (CPD) from streaming data is a fundamental problem in statistical signal processing and has wide applications in wireless sensor networks and the Internet of Things (IoT), such as environmental monitoring and physical activity detection. In various detection schemes, decentralized detection without fusion center is becoming increasingly popular for IoT applications since it enjoys the benefit of strong robustness and security. However, it faces the big challenge of high energy consumption. In this work, we propose an energy-efficient decentralized CPD algorithm called request–response and censoring-based cumulative sum. Specifically, we design a novel communication strategy based on request–response and censoring scheme, which could help the sensors extract useful information from the neighbor sets with a low amount of communication. Furthermore, to provide a guideline on selecting the parameters involved in our algorithm, we theoretically analyze the performance of the proposed algorithm under a simplification for the most interesting cases, in terms of two standard criteria average running length (ARL) and expected detection delay (EDD). Numerical simulations are conducted to verify the effectiveness of the proposed algorithm. Moreover, we test the feasibility of the proposed algorithm in the physical activity CPD task. The experimental results on the real-world data set demonstrate its high energy efficiency and small detection delay.

Technical Appendix for 'Exploring Breaks in the Distribution of Stock Returns: Empirical Evidence from Apple Inc.'

This Appendix contains technical details on the changepoint detection algorithms applied in the paper.

A Novel Online Change Point Detection Using an Approximate Random Blanket and the Line Process Energy

In this paper, we focus on the problem of change point detection in piecewise constant signals. This problem is central to several applications such as human activity analysis, speech or image analysis and anomaly detection in genetics. We present a novel window-sliding algorithm for an online change point detection. The proposed approach considers a local blanket of a global Markov Random Field (MRF) representing the signal and its noisy observation. For each window, we define and solve the local energy minimization problem to deduce the gradient on each edge of the MRF graph. The gradient is then processed by an activation function to filter the weak features and produce the final jumps. We demonstrate the effectiveness of our method by comparing its running time and several detection metrics with state of the art algorithms.

Network change point detection in resting-state functional connectivity dynamics of mild cognitive impairment patients

Background/Objective: This study aims to characterize the differences on the short-term temporal network dynamics of the undirected and weighted whole-brain functional connectivity between healthy aging individuals and people with mild cognitive impairment (MCI). The Network Change Point Detection algorithm was applied to identify the significant change points in the resting-state fMRI register, and we analyzed the fluctuations in the topological properties of the sub-networks between significant change points. Method: Ten MCI patients matched by gender and age in 1:1 ratio to healthy controls screened during patient recruitment. A neuropsychological evaluation was done to both groups as well as functional magnetic images were obtained with a Philips 3.0T. All the images were preprocessed and statistically analyzed through dynamic point estimation tools. Results: No statistically significant differences were found between groups in the number of significant change points in the functional connectivity networks. However, an interaction effect of age and state was detected on the intra-participant variability of the network strength. Conclusions: The progression of states was associated to higher variability in the patient's group. Additionally, higher performance in the prospective and retrospective memory scale was associated with higher median network strength.

An assessment of practitioners approaches to forecasting in the presence of changepoints

AbstractA common challenge in time series is to forecast data that suffer from structural breaks or changepoints which complicate modeling. If we naively forecast using one model for the whole data, the model will be incorrect, and thus, our forecast error will be large. There are two common practices to account for these changepoints when the goal is forecasting: (1) preprocess the data to identify the changepoints, incorporating them as dummy variables in modeling the whole data, and (2) include the changepoint estimation into the model and forecast using the model fit to the last segment. This article examines these two practices, using the computationally exact Pruned Exact Linear Time (PELT) algorithm for changepoint detection, comparing and contrasting them in the context of an important Software Engineering application.

Time series analysis of COVID-19 infection curve: A change-point perspective

In this paper, we model the trajectory of the cumulative confirmed cases and deaths of COVID-19 (in log scale) via a piecewise linear trend model. The model naturally captures the phase transitions of the epidemic growth rate via change-points and further enjoys great interpretability due to its semiparametric nature. On the methodological front, we advance the nascent self-normalization (SN) technique (Shao, 2010) to testing and estimation of a single change-point in the linear trend of a nonstationary time series. We further combine the SN-based change-point test with the NOT algorithm (Baranowski et al., 2019) to achieve multiple change-point estimation. Using the proposed method, we analyze the trajectory of the cumulative COVID-19 cases and deaths for 30 major countries and discover interesting patterns with potentially relevant implications for effectiveness of the pandemic responses by different countries. Furthermore, based on the change-point detection algorithm and a flexible extrapolation function, we design a simple two-stage forecasting scheme for COVID-19 and demonstrate its promising performance in predicting cumulative deaths in the U.S.

A cyber-physical environment for detecting exceptional and dangerous human behavior in the home by sensors and its verification by computer simulation

Today aging of society is becoming increasingly important. Many people want to live at home as long as possible. Very often this leads to accidents at home, which are unnoticed for a long time and therefore cause severe complications. We propose a cyber-physical system consisting of sensors for motion, light, temperature, and so on, which monitors the behavior of elderly people but is non-invasive in the sense that the persons are not observed by a camera and must not wear certain sensors on their body. Unusual behavior or accidents are registered in-time by a change point detection algorithm based on Markov chains, which does not store any data with the exception of the last datum, so that also the integrity of the elderly people is preserved. For verification of this algorithm, a cyber-physical test environment has been programmed which allows to simulate human common and uncommon behavior in house during day and night. This simulation environment is based on behavior trees and decision theory. The verification results suggest that the implemented cyber-physical system for change point and anomaly detection could be successfully used in the real environment of elderly people to give them help in-time when an accident occurs.

Dynamic Segmentation Of Youth Accelerometer Data By Sojourn And Change Point Detection Methods

Dynamic segmentation algorithms are used to find activity transitions in accelerometer data. Youth Sojourn models use a crude algorithm, which may be improved by instead using a change point detection (CPD) algorithm. Pruned exact linear time (PELT) is a CPD algorithm that finds transitions by minimizing a cost function while iterating over the data and pruning out inviable transition points. PURPOSE: To compare the performance of youth Sojourn and PELT. METHODS: Raw acceleration data (hip-worn ActiGraph GT9X) from 86 youth (age 6-18 yrs; 48% male; 16% overweight/obese) were processed using Sojourn and PELT. Participants performed two semi-structured activity routines on separate days, with each visit lasting approximately 2-2.5 h. A total of 16 activities (eight each day) were performed, twice each, and the study protocol was designed to promote variability in the ordering and duration of activities. Throughout each trial, direct observation was performed using focal sampling, which served as a criterion measure of when activity transitions occurred. Sojourn and PELT were compared to the criterion using the transition pairing method, with a maximum of 5-s lag time allowed for a prediction to be considered a true positive. Performance metrics were recall, precision, and root mean squared error (RMSE). The metrics were calculated for each participant (both visits combined), after which paired t-tests were used to compare Sojourn-vs-PELT means for each metric. RESULTS: Values are mean ± SD. Recall was similar for Sojourn (49.6% ± 9.0%) and PELT (51.5% ± 9.2%, p = 0.15), and the same was true for RMSE (2.9 ± 0.3 s for Sojourn, versus 3.1 ± 0.4 s for PELT, p < 0.001). However, precision for Sojourn (21.7% ± 4.9%) was substantially lower than for PELT (38.7% ± 11.0%, p < 0.001). CONCLUSION: Youth Sojourn models may benefit from replacing their current segmentation algorithms with CPD algorithms like PELT. Thus, CPD warrants further investigation. Supported by NIH R01HD083431

Resting-State Functional Connectivity Dynamics in Healthy Aging: An Approach Through Network Change Point Detection.

This study aims at assessing the impact of age on the short-term temporal dynamics of the topological properties of the undirected and weighted whole-brain functional connectivity (FC) networks. We studied the association between the participant's age and the number of significant change points detected through the Network Change Point Detection algorithm. Secondary, we defined state as the resting-state functional magnetic resonance imaging (rs-fMRI) subsequence between two significant change points, obtaining the FC network in each state and participant and characterized their network topological properties. The data comprise the rs-fMRI sequences of 114 healthy individuals combined from 3 different studies conducted at the Department of Medicine, School of Medicine and Health Sciences, University of Barcelona. Participants were healthy people in the absence of any pathology that could interfere with the scanning procedures, as well as any chronic illness that implied a short-lived situation. Topological properties of everyone's FC networks were characterized by their network strength, transitivity, characteristic path length, and small-worldness, analyzing the effect of age in those observed distributions. To that effect, we constructed a mixed linear model for each network topological property with age, state, and state duration as the linear predictors. Several statistically significant relationships have been estimated between the indicators of the FC networks that show a certain regular pattern of change in the networks during the time of registration at the resting fMRI paradigm. These dynamic changes seem to be related to the age of each group studied. Healthy aging could be characterized by FC dynamics patterns.

Human Activity Prediction in Smart Home Time Series Data by using Change Point Detection

A Sensor is attached to a house which send message now and then about the housemates or the old people activities. Whether they had taken food in the correct time or not and other activities they perform in the proper time or not. Change Point Detection (CPD) is a matter of perspective which discovers deviating from what are normal or usual changes within the housemates. Any abnormal changes in the housemates have been identifying the presence of time points. The dissimilar changes occurs called SEPERATION Change Point Detection. It will not coincide when a remarkable occurrence of events at any points. Change Point Detection (CPD) occurs at the same time and in the problem of finding unexpected changes in facts and statistics collected together for references and analysis and in the property of the time series changes. An unusual real-time not involving any assumptions as to the form or in the parameters of a frequency distribution change point detection algorithm called Separation , It is used to calculate as a parting to recognize change points in fully measurement characteristics relating to measurements having sufficient depth and substance to be in time series. To ameliorate the order of this algorithm used in ARIMA with SEP algorithm. ARIMA model is used for predicting the Time series forecasting result. If emergency is occur then automatically send notification to caring person. The proposed work can decreasing computational cost and also improves the detection accuracy in the quality or fact of being useful of proposed technique.