Change Point Research Articles

Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models

AbstractIn this study, we introduce an online monitoring procedure designed to sequentially detect change points in the conditional quantiles of location‐scale time series models. This statistical process control issue holds great significance in risk management, particularly in measuring the value‐at‐risk or expected shortfall of financial assets. Our approach employs suitable detectors, including cumulative sum statistics. We then define a stopping rule and determine control limits based on asymptotic theorems to signal an anomaly. To further evaluate the proposed methods, we conduct a comprehensive empirical study analyzing various aspects of our monitoring procedures when applied to location‐scale time series models. Additionally, we perform a real data analysis using the daily returns of the Korea Composite Stock Price Index (KOSPI) and EuroStoxx 50 indices to affirm the adequacy of the proposed monitoring procedures in real‐world applications.

Cozy den or winter walk: the effects of climate and supplementary feeding on brown bear winter behavior

AbstractHibernation is a key adaptation for coping with unfavorable climatic conditions and low food availability in areas with severe winter conditions. While understanding the physiology and phenology of this adaptation has received considerable attention, comparatively little information is available on how hibernation will be affected by changing climate conditions. We used GPS telemetry data from 20 free‐ranging brown bears monitored over 31 winters between 2007 and 2022, to identify behavioral strategies of bears during winter. We applied behavioral change point analysis to quantify brown bears’ hibernation phenology in a population close to the bear's southern latitudinal range limit in Europe where supplementary food is available to bears year‐round. We observed winter behavior patterns that varied across age and reproductive classes but also within individuals between winters. Among 31 winter events, we registered six cases in which bears exhibited a single hibernation/stationary period and 19 events where hibernation was split into up to five stationary periods. Moreover, six winter events did not show behaviors consistent with hibernation and individuals remained partly or completely active throughout winter. The movement of these active bears decreased with increasing snow depth. In addition, these winter‐active bears showed higher fidelity to supplementary feeding sites during the winter period compared to the rest of the year. Our data suggest that an abundance of human‐provided food resources during winter may facilitate the emergence of different wintering strategies in brown bears. Furthermore, supplemental feeding sites in combination with predicted mild winters and prolonged natural food availability suggest that the use of hibernation as an energy‐saving strategy to overcome severe environmental conditions may decrease in the future.

American Presidential Elections 2024: The Core Point of Future Geopolitical Changes

Purpose: This research is focused on the ongoing Russia – Ukraine military conflict, which has already caused some significant changes in foreign policy priorities of major players of international political system. Objective: The objective of this study is to investigate the impact of U.S. 2024 elections to the Russia – Ukraine military conflict outcomes with the aim of analyzing different foreign policy philosophies the two potential candidates have, that can have an effect not only on current Russo-Ukrainian conflict but on the whole global geopolitical situation in the current world. Theoretical Framework: realism as an international relations theory with the system level analysis is used to explain current global geopolitical issues. Method: The issue of methodology is decided according to the necessities of tasks of this article and is mostly based on data analyses, comparison of similarities or differences and case study. Results and Discussion: the current work claims that the major war on the European continent disrupts the core security arrangements which has a shattering effects of unipolar liberal order and how much will this order be changed, is mainly depended on the dedication to it by the U.S.A, European union countries and their liberal democratic allies around the globe. Research Implications: the research findings contribute in raising awareness of the current Ukraine conflict and accumulate the type of knowledge that enriches the political science with theoretical and practical value.

Optimizing shoulder elevation assist rate in exoskeletal rehabilitation based on muscular activity indices: a clinical feasibility study

BackgroundRestoring shoulder function is critical for upper-extremity rehabilitation following a stroke. The complex musculoskeletal anatomy of the shoulder presents a challenge for safely assisting elevation movements through robotic interventions. The level of shoulder elevation assistance in rehabilitation is often based on clinical judgment. There is no standardized method for deriving an optimal level of assistance, underscoring the importance of addressing abnormal movements during shoulder elevation, such as abnormal synergies and compensatory actions. This study aimed to investigate the effectiveness and safety of a newly developed shoulder elevation exoskeleton robot by applying a novel optimization technique derived from the muscle synergy index.MethodsTwelve chronic stroke participants underwent an intervention consisting of 100 robot-assisted shoulder elevation exercises (10 × 10 times, approximately 40 min) for 10 days (4–5 times/week). The optimal robot assist rate was derived by detecting the change points using the co-contraction index, calculated from electromyogram (EMG) data obtained from the anterior deltoid and biceps brachii muscles during shoulder elevation at the initial evaluation. The primary outcomes were the Fugl–Meyer assessment-upper extremity (FMA-UE) shoulder/elbow/forearm score, kinematic outcomes (maximum angle of voluntary shoulder flexion and elbow flexion ratio during shoulder elevation), and shoulder pain outcomes (pain-free passive shoulder flexion range of motion [ROM] and visual analogue scale for pain severity during shoulder flexion). The effectiveness and safety of robotic therapy were examined using the Wilcoxon signed-rank sum test.ResultsAll 12 patients completed the procedure without any adverse events. Two participants were excluded from the analysis because the EMG of the biceps brachii was not obtained. Ten participants (five men and five women; mean age: 57.0 [5.5] years; mean FMA-UE total score: 18.7 [10.5] points) showed significant improvement in the FMA-UE shoulder/elbow/forearm score, kinematic outcomes, and pain-free passive shoulder flexion ROM (P < 0.05). The shoulder pain outcomes remained unchanged or improved in all patients.ConclusionsThe study presents a method for deriving the optimal robotic assist rate. Rehabilitation using a shoulder robot based on this derived optimal assist rate showed the possibility of safely improving the upper-extremity function in patients with severe stroke in the chronic phase.

A changing river: Long‐term changes of sinuosity and land cover in the Navasota River Watershed, Texas

AbstractThe Navasota River Basin, itself a tributary of the Brazos River in Texas, is a dynamic watershed undergoing many natural and anthropogenic changes. Local stakeholder involvement in this watershed is quite high, and many landowners in the southern portion of the watershed have concerns regarding the increasing frequency and duration of flooding on private property adjacent to the river, often attributing these impacts to the construction of the Lake Limestone dam. In this study, we examine historical flow data, channel morphology, land use/land cover, and precipitation. Our findings indicate that while there appears to be increasing flow in the northern portion of the watershed, temporal data gaps near the watershed outfall prevent the indication of such a trend in the southern portion of the watershed. Nevertheless, other natural and anthropogenic factors are evident in the watershed that may have a significant influence on downstream flooding. Overall river sinuosity (meandering) declined over the study period, with some river segments encountering significant straightening. Total river length declined by 4.3 km from 1972 to 2020. The number and length of offtake channels also decreased substantially during this period. Land use/land cover use shifted dramatically, with a 39.2% increase in impervious cover and a 12.5% decrease in herbaceous cover since 1972. Finally, yearly precipitation increased, with the change point occurring in 1972. Our findings suggest that the shortening and straightening of the river has reduced its volumetric capacity over time. Coupled with increasing impervious surface cover and precipitation, more water is being delivered downstream at a rate exceeding the watershed's ability to discharge it, thereby contributing to flooding issues expressed by stakeholders. We recommend that bathymetric data and supplemental flow monitoring and modeling within the watershed is needed to fully understand how anthropogenic and natural forces may further affect streamflow in the future.

Multiple random change points in survival analysis with applications to clinical trials

Multiple random change points in survival analysis with applications to clinical trials

Net primary production annual maxima in the North Atlantic projected to shift in the 21st century

Abstract. Shifts in the day of peak net primary production (NPP) were detected in different biogeochemical provinces of the North Atlantic (25–65° N). Most provinces displayed a shift toward earlier peak NPP, with the largest change points in the 21st century and in the northern parts of the domain. Furthermore, the occurrences of the first day with a mixed-layer depth (MLD) shallower than 40 m and the day of peak NPP are positively correlated over most of the domain. As was the case for the day of peak NPP, the largest change points for the day of MLD shallower than 40 m occur around or after the year 2000. Daily output from two fully coupled CMIP6 Earth system models, EC-Earth3-CC and NorESM2-LM, for the period 1750–2100 and under the SSP5-8.5 scenario, were used for the analysis. The ESM NPP data were compared with estimates derived from Carbon, Absorption and Fluorescence Euphotic-resolving (CAFE) satellite-based data. The ESMs showed significant differences from the CAFE model, though the timing of peak NPP was well captured for most provinces. The largest change points in the day of peak NPP occur earlier in EC-Earth3-CC than in NorESM2-LM. Although SSP5-8.5 is a scenario with very high warming, EC-Earth3-CC generates change points for most provinces in the early part of the 21st century, before the warming has deviated far from lower-emissions scenarios. NorESM2-LM displays the largest change points centered around the mid 21st century, with two out of eight provinces displaying the largest change point before the year 2050. The early timing of the detected shifts in some provinces in both ESMs suggests that similar shifts could already have been initiated or could start in the near future. This highlights the need for long-term monitoring campaigns in the North Atlantic.

Social and spatial disparities in individuals’ mobility response time to COVID-19: A big data analysis incorporating changepoint detection and accelerated failure time models

Although an increasing number of studies have investigated the lag time between the outbreak of COVID-19 and behavior change, few have accurately measured response times to the epidemic at the individual scale as well as their social and spatial heterogeneities. Using a large-scale, long time series dataset of individual-level mobile phone trajectories from Shenzhen, China, we compared six changepoint detection (CPD) algorithms in terms of their performance in detecting true changepoints (CPs) in time series data of individuals’ daily travel distances. We found that the kernel-based CPD method outperformed other algorithms. We thus adopted this method to calculate Shenzhen residents’ mobility response times to the outbreak of COVID-19 and further used an accelerated failure time (AFT) model to explore factors affecting response times. The results suggest that the average and median mobility response times to the outbreak in Shenzhen were 4.64 days and 4 days, respectively. Males and the elderly responded more slowly to the outbreak, while responses were faster among residents in neighborhoods with a higher percentage of highly educated, married, or employed individuals; with better regional accessibility to the city center, railway stations, or the airport; and with higher residential density. These findings can assist policymakers in determining the policy timeline and re-assessing the effectiveness and equity impact of mobility restriction policies and designing more responsive policies varying by social groups and built environment features, helping build socially-resilient neighborhoods in the post-COVID era.

How is climate change altering the precipitation pattern over Northwestern India?

AbstractClimate change in India is causing devastating downpour events and shifts in spatial characterization, with apparent regional differences. The Northwest India (NWI), which is in the Aravalli rain shadow zone and was formerly drier, has attracted great attention in recent years due to its changing rainfall patterns. This study throws light on the astonishing behaviour of ISMR over NWI with the advent of intensified rainfall over the region in the recent time frame. The Pettitt test of change point (CP) detection is utilized in this analysis to measure the change in rainfall patterns over a period of 70 years, from 1950 to 2019. This analysis suggests significant variation in the CP's time frame for different months of ISMR. The earliest change was noticed in July, while the latest was for September for the mean as well as for the intense precipitation. Moreover, we found a maximum change in the precipitation during the peak monsoon month (i.e., July and August). The difference in the precipitation of different percentile values before and after CP indicates a decrease (increase) in low (high) intensity precipitation for all the months and seasons as a whole with varying magnitude. The highest reduction of low‐intensity precipitation is noticed for the months of July and August, while the highest increase of high‐intensity precipitation (&gt;95th percentile) is noticed for June and September. The heavier precipitation contributes largely to the mean increase of precipitation, expecting to receive more mean and precipitation extremes in the future. Unlike the increasing precipitation trend, potential evapotranspiration (source of local moisture) shows a declining trend, revealing the negative association among them and the possibility of enhanced advection of remote moisture responsible for enhanced precipitation over NWI. The enhanced vertically integrated moisture transport of the Arabian Sea and Bay of Bengal and its strengthening relationship with precipitation further confirm the contribution of remote moisture to intensified precipitation over NWI, though the in‐depth dynamical cause remains unclear. The increased Convective Available Potential Energy for entire monsoon seasons as a whole and individual months facilitates a favourable condition for enhanced convective activity over the region, resulting in strengthening the precipitation.

A Method of Reliability Assessment Based on Trend Analysis for Open Source Software

Software reliability growth model (SRGM) is used as one of the reliability assessment methods to assess the software reliability. In SRGM, the degree of reliability growth may fluctuate greatly according to change in the internal state of the software. It is called the change point (CP). Several researchers proposed the SRGM considering CP. In the open source software (OSS), there are many projects that continue development even after the software is released. Therefore, major updates with breaking changes may occur in it. The major updates can be a factor that causes a CP because it greatly changes the internal state of the OSS. This paper focuses on the relationship between CP and software updates. We collect OSS fault data from a bug tracking system. Moreover, we examine the behavior of SRGM before and after software updates. Furthermore, we discuss the applicability of SRGM for CP in OSS. Also, we compare the proposed model based on CP with the model without CP. As a result, we have confirmed that the SRGM can evaluate the reliability in the environment with major updates. Moreover, the proposed method performs better than without considering CP model. Especially, the exponential model’s mean value function is the suitable method to assess the OSS reliability for the proposed method.

A two-stage monitoring scheme for multiple high-dimensional data streams

With the rapid development of data acquisition and analysis technology, the online monitoring of data streams is particularly important in modern industries. This study proposes an efficient online monitoring scheme for multiple high-dimensional data streams. We first construct a point-wise process monitoring control chart based on statistical extreme value theory. Then we use the clustering method to roughly obtain reliable data streams and suspected abnormal data streams, within the sliding window range, further identify abnormal data streams one by one over time points, and estimate the potential change points of these abnormal streams. Finally, we conduct simulations and case studies on this method, and compare it with existing competitive methods to demonstrate its effectiveness.

What is ISTA (International School of Theatre Anthropology)?

Eugenio Barba first defined ‘theatre anthropology’ as the study of the human being in an organized performance situation in a lecture in Warsaw in May 1980. The first session of ISTA (International School of Theatre Anthropology) was held in October 1980 and the last to date in 2023. This article gives a personal account of ISTA’s history from its origins, rooted in Eugenio Barba’s interest in Asian classical theatre techniques and the founding of Odin Teatret in Denmark, to the most recent experiences, which include the intercultural production of Anastasis/Resurrection at the 2023 Theatre Olympics in Budapest. It identifies masters of given ISTA sessions and their invaluable contribution to the School’s emphasis on, and understanding of, craft, as well as the distinguishing characteristics and points of change and development of selected ISTAs.

The weighted sum of powers in mean for estimating a change point in linear processes with random coefficients

The weighted sum of powers in mean for estimating a change point in linear processes with random coefficients

Multi-Method Comparative Analysis of Hydroclimatic Trends and Variability in Dry Creek Catchment, South Australia

AbstractThe trend and variability of hydroclimatic variables over time are apparent in seasonal creeks, especially those located in urbanized areas. Understanding hydro-climatic trends in urban areas is crucial for the sustainable management of water resources and the environment. This study aimed to explore the spatiotemporal variability and trends of hydroclimate variables as well as the potential connection between rainfall and streamflow in Dry Creek catchment, South Australia. The trend-free pre-whitening Mann–Kendall (TFPW-MK) test and Innovative Trend Analysis (ITA) were utilized to examine the monotonic and nonmonotonic trends, respectively, and multiple statistical tests were employed to examine the change points in the hydroclimatic time series. Sen’s slope, Simple Linear Regression (SLR), and ITA were used as alternative approaches to assess the magnitudes of change and overcome the limitations in the underlying assumptions of the various methodologies. The variability in the hydroclimate time series was estimated using several indices, such as the coefficient of variation, seasonality indices, flashiness index, and mean zero flow index. The analyses revealed important findings, notably the high variability of rainfall and streamflow during dry periods. Streamflow displayed greater variability compared to rainfall, with high CV values recorded both seasonally and annually. Furthermore, there was a significant upward trend in seasonal rainfall during winter. Additionally, the maximum and mean temperatures demonstrated a statistically significant increase, which can be attributed to global warming and significant urbanization in the catchment area. Comparative analysis has confirmed that the ITA has superior detection capabilities for nonmonotonic trends, outperforming other methods. It excels at presenting graphical representations that accurately depict trends, effectively differentiating between low, medium, and high values. The strong relationship between rainfall and streamflow demonstrated by the Tanh curve suggests that rainfall is the most reliable predictor of streamflow. The outcomes of this investigation are expected to support local governmental organizations and decision-makers in comprehending the spatial and temporal features of rainfall, as well as its correlation with streamflow. This information will further assist in developing flood and drought mitigation strategies backed by empirical evidence. Graphical Abstract

Microalgal assemblages response to water quality remediation in coastal waters of Perth, Australia

Nutrient reduction is an essential environmental policy for water quality remediation, but climate change can offset the ecological benefits of nutrient reduction and lead to the difficulty of environmental evaluation. Here, based on the records of three lipid microalgal biomarkers and stable isotopes of carbon and nitrogen in two sediment cores from the embayment of Perth, Australia, we reconstructed the microalgal biomasses (diatoms, dinoflagellates and coccolithophores) over the past century and evaluated the ecological effects of nutrient reduction on them, using Change Point Modeling (CPM) and redundancy analysis (RDA). The CPM result showed that total microalgal biomarkers increased by 25% and 51% in deep and shallow areas, respectively, due to nutrient enrichment caused by industrial wastewater in the 1950s and the causeway construction in the 1970s, and dinoflagellates were beneficiaries of eutrophication. The nutrient reduction policy since the 1980s had not decreased total microalgal biomass, and diatoms were beneficiaries of this period. RDA based on time series of sediment cores and water monitoring data revealed that the increase of sea-surface temperature and the decrease of rainfall since the 1980s may be important factors sustaining the high total microalgal biomass and increasing the degree of diatom dominance. The result also indicated that the variations of microalgal assemblages may better explain the effect of nutrient reduction rather than total microalgal biomass.

Groundwater Chemical Trends Analyses in the Piedmont Po Plain (NW Italy): Comparison with Groundwater Level Variations (2000–2020)

The concentrations of chemicals in the groundwater chemical values in the Piedmont Po Plain (NW Italy) show significant temporal variability and need to be characterised due to the lack of regional-scale assessments. The aim of this study was to analyse the trends (period 2000–2020) in the main physicochemical parameters and main ions in 227 wells in the shallow aquifer and to identify the potential causes. The identification of change points (points of sudden change) and comparisons with groundwater level variations were also performed. Results highlight general increasing trends for Na, Cl and HCO3, decreasing trends for SO4 and NO3, stationary conditions for pH and heterogeneous behaviours for electrolytic conductivity, Ca and Mg. Change points occurred in at least 50% of the monitoring wells, mainly during the 2008–2011 period. The comparison between groundwater levels and chemistry highlights a direct proportionality. Superimposed processes that induce an absence of proportionality are shown. The comparison of results with those of previous studies conducted under similar conditions revealed similar variations.. In conclusion, the potential responsible factors (e.g., road-salt dissolution and agricultural practices) and the relevant role of groundwater level variation were identified.

Trend and change-point analyses of meteorological variables using Mann–Kendall family tests and innovative trend assessment techniques in New Bhupania command (India)

Abstract Climate change (CC) significantly influences agricultural water productivity, necessitating increased irrigation. Therefore, the present study was undertaken to assess the trend and change-point analyses of weather variables such as temperature (T), rainfall (R), and reference evapotranspiration (ET0) using 31-year long-term data for semi-arid climate. The analysis was carried out employing Mann–Kendall (MK), Modified Mann–Kendall (MMK), Innovative Trend Analysis (ITA), and Innovative Polygon Trend Analysis (IPTA) methods. Homogeneity tests, including Pettitt's test, Standard Normal Homogeneity Test (SNHT) , Buishand range test, and Von Neumann Ratio Test (VNRT), were employed to detect change points (CPs) in the time series data. The results indicated that, for maximum temperature, MK and MMK revealed a positive trend for September and July, respectively, while minimum temperatures indicated increasing trends in August and September. Rainfall exhibited an increasing trend during the Zaid season (April–May). ET0 exhibited a negative trend in January. ITA and IPTA displayed a mixture of positive and negative trends across months and seasons. The change-point analysis revealed that for Tmax, the CP occurred in 1998 for time-series data for the month of April. Likewise, for Tmin, the change points for April and August time series were found in 1997.

Unveiling hydrological dynamics in data-scarce regions: experiences from the Ethiopian Rift Valley Lakes Basin

Abstract. The hydrological system of the Rift Valley Lakes in Ethiopia has recently experienced changes over the past 2 decades. Potential causes for these changes include anthropogenic, hydro-climatic, and geological factors. The main objective of this study was to utilize an integrated methodology to gain a comprehensive understanding of the hydrological systems and potential driving factors within a complex and data-scarce region. To this end, we integrated a hydrologic model, change point analysis, indicators of hydrological alteration (IHA), and a bathymetry survey to investigate hydrological dynamics and potential causes. A hydrologic model (the Soil and Water Assessment Tool Plus, SWAT+) was parameterized for the gauged watersheds and extended to the ungauged watersheds using multi-site regionalization techniques. The SWAT+ model performed very well to satisfactorily for daily streamflow in all watersheds with respect to the objective functions of the Kling–Gupta efficiency (KGE), the Nash–Sutcliffe efficiency (NSE), and percent bias (PBIAS). The findings reveal notable changes in lake inflows and lake levels over the past 2 decades. Lake Chamo experienced an increase in area of 30.1 km2 (9.5 %), an increase in depth of 4.4 m (30.9 %), and an increase in volume of 7.8×108 m3 (27.2 %). In contrast, Lake Abijata witnessed an extraordinary 68 % decrease in area and a depth decrease of 1.6 m (37.2 %). During the impact period, the mean annual rainfall experienced a decrease of 6.5 % and 2.7 % over Lake Abijata and Lake Chamo, respectively. Actual evapotranspiration decreased by 2.9 % in Lake Abijata but increased by up to 4.5 % in Lake Chamo. Surface inflow to Lake Abijata decreased by 12.5 %, while Lake Chamo experienced an 80.5 % increase in surface inflow. Sediment depth in Lake Chamo also increased by 0.6 m (4.2 %). The results highlight that the changing hydrological regime in Lake Chamo is driven by increased surface runoff and sediment intrusion associated with anthropogenic influences. The hydrological regime of Lake Abijata is affected by water abstraction from feeding rivers and lakes for industrial and irrigation purposes. This integrated methodology provides a holistic understanding of complex data-scarce hydrological systems and potential driving factors in the Rift Valley Lakes in Ethiopia, which could have global applicability.

Study on the Evolvement Trend Process of Hydrological Elements in Luanhe River Basin, China

Over the past 50 years, there have been significant changes in the runoff process in the Luanhe River basin, exacerbating the scarcity of water resources and their spatiotemporal variability. Therefore, conducting research on the characteristics, trends, and cycles of runoff changes in the Luanhe River basin is of great theoretical and practical significance. This study selected rainfall data from the hydrological stations in Weichang, Chengde, and Qinhuangdao in the Luanhe River basin, covering the period from 1985 to 2008, as well as runoff data from the Hanjiaying, Sandaohezi, and Chengde stations. Based on linear trend regression analysis, the Mann–Kendall rank correlation test, Spearman correlation test, Mann–Kendall method, and Mann–Whitney–Pettitt change point analysis method, this study analyzed the trends in water quantity changes and their change points in the Luanhe River basin. The results of the precipitation at the Weichang and Chengde stations show a non-significant rising trend, remaining relatively stable with slightly increases. Conversely, the precipitation of Qinhuangdao Station shows a decreasing trend over time, albeit non-significant. Considering the detailed diagnostic results from both the Mann–Kendall (M-K) and MWP methods, the change point for Weichang precipitation is identified as 2007, while for Chengde, it spans from 1999 to 2002, and for Qinhuangdao, it is around 1997. The trend of the runoff series of three stations shows a significant decreasing trend and strong significance, and the change point for the annual runoff at the Hanjiaying station and the Sandaohezi station is identified as 2006, and for the Chengde station, the primary change point is 2006, with a secondary change point around 2002. The findings of this research can provide scientific references for the rational development and utilization of regional water resources.

Early warning signals observed in motor activity preceding mood state change in bipolar disorder.

Alterations in motor activity are well-established symptoms of bipolar disorder, and time series of motor activity can be considered complex dynamical systems. In such systems, early warning signals (EWS) occur in a critical transition period preceding a sudden shift (tipping point) in the system. EWS are statistical observations occurring due to a system's declining ability to maintain homeostasis when approaching a tipping point. The aim was to identify critical transition periods preceding bipolar mood state changes. Participants with a validated bipolar diagnosis were included to a one-year follow-up study, with repeated assessments of the participants' mood. Motor activity was recorded continuously by a wrist-worn actigraph. Participants assessed to have relapsed during follow-up were analyzed. Recognized EWS features were extracted from the motor activity data and analyzed by an unsupervised change point detection algorithm, capable of processing multi-dimensional data and developed to identify when the statistical property of a time series changes. Of 49 participants, four depressive and four hypomanic/manic relapses among six individuals occurred, recording actigraphy for 23.8 ± 0.2 h/day, for 39.8 ± 4.6 days. The algorithm detected change points in the time series and identified critical transition periods spanning 13.5 ± 7.2 days. For depressions 11.4 ± 1.8, and hypomania/mania 15.6 ± 10.2 days. The change point detection algorithm seems capable of recognizing impending mood episodes in continuous flowing data streams. Hence, we present an innovative method for forecasting approaching relapses to improve the clinical management of bipolar disorder.