scholarly journals Fast Change Point Detection for electricity market analysis

2013 ◽  
Author(s):  
William Gu ◽  
Jaesik Choi ◽  
Ming Gu ◽  
Horst Simon ◽  
Kesheng Wu
Keyword(s):  
Electricity Market ◽  
Change Point ◽  
Market Analysis ◽  
Change Point Detection ◽  
Fast Change ◽  
Point Detection

scholarly journals Fast Change Point Detection on Dynamic Social Networks

2017 ◽  
Author(s):  
Yu Wang ◽  
Aniket Chakrabarti ◽  
David Sivakoff ◽  
Srinivasan Parthasarathy
Keyword(s):  
Communication Networks ◽  
Real World ◽  
Change Point ◽  
Dynamic Networks ◽  
Change Point Detection ◽  
Logical Time ◽  
Dynamic Social Networks ◽  
Fast Change ◽  
Time Stamps ◽  
Point Detection

A number of real world problems in many domains (e.g. sociology, biology, political science and communication networks) can be modeled as dynamic networks with nodes representing entities of interest and edges representing interactions among the entities at different points in time. A common representation for such models is the snapshot model - where a network is defined at logical time-stamps. An important problem under this model is change point detection. In this work we devise an effective and efficient three-step-approach for detecting change points in dynamic networks under the snapshot model. Our algorithm achieves up to 9X speedup over the state-of-the-art while improving quality on both synthetic and real world networks.

Understanding the CoVID-19 pandemic Curve through statistical approach (Preprint)

2020 ◽  
Author(s):  
Ibrar Ul Hassan Akhtar
Keyword(s):  
Probability Density ◽  
Change Point ◽  
Statistical Approach ◽  
Sudden Change ◽  
Global Scale ◽  
Change Point Detection ◽  
Segment Length ◽  
Infected Population ◽  
The Mean ◽  
Point Detection

UNSTRUCTURED Current research is an attempt to understand the CoVID-19 pandemic curve through statistical approach of probability density function with associated skewness and kurtosis measures, change point detection and polynomial fitting to estimate infected population along with 30 days projection. The pandemic curve has been explored for above average affected countries, six regions and global scale during 64 days of 22nd January to 24th March, 2020. The global cases infection as well as recovery rate curves remained in the ranged of 0 ‒ 9.89 and 0 ‒ 8.89%, respectively. The confirmed cases probability density curve is high positive skewed and leptokurtic with mean global infected daily population of 6620. The recovered cases showed bimodal positive skewed curve of leptokurtic type with daily recovery of 1708. The change point detection helped to understand the CoVID-19 curve in term of sudden change in term of mean or mean with variance. This pointed out disease curve is consist of three phases and last segment that varies in term of day lengths. The mean with variance based change detection is better in differentiating phases and associated segment length as compared to mean. Global infected population might rise in the range of 0.750 to 4.680 million by 24th April 2020, depending upon the pandemic curve progress beyond 24th March, 2020. Expected most affected countries will be USA, Italy, China, Spain, Germany, France, Switzerland, Iran and UK with at least infected population of over 0.100 million. Infected population polynomial projection errors remained in the range of -78.8 to 49.0%.

scholarly journals Change point detection with multiple alternatives reveals parallel evaluation of the same stream of evidence along distinct timescales

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Alexa Booras ◽  
Tanner Stevenson ◽  
Connor N. McCormack ◽  
Marie E. Rhoads ◽  
Timothy D. Hanks
Keyword(s):  
Change Point ◽  
Neural Mechanism ◽  
Detection Task ◽  
Change Point Detection ◽  
Model Free ◽  
Evidence Evaluation ◽  
Parallel Evaluation ◽  
Point Detection ◽  
Improved Accuracy

AbstractIn order to behave appropriately in a rapidly changing world, individuals must be able to detect when changes occur in that environment. However, at any given moment, there are a multitude of potential changes of behavioral significance that could occur. Here we investigate how knowledge about the space of possible changes affects human change point detection. We used a stochastic auditory change point detection task that allowed model-free and model-based characterization of the decision process people employ. We found that subjects can simultaneously apply distinct timescales of evidence evaluation to the same stream of evidence when there are multiple types of changes possible. Informative cues that specified the nature of the change led to improved accuracy for change point detection through mechanisms involving both the timescales of evidence evaluation and adjustments of decision bounds. These results establish three important capacities of information processing for decision making that any proposed neural mechanism of evidence evaluation must be able to support: the ability to simultaneously employ multiple timescales of evidence evaluation, the ability to rapidly adjust those timescales, and the ability to modify the amount of information required to make a decision in the context of flexible timescales.

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