6 papers
Monitoring Time Series for Relevant Changes
Patrick Bastian, Tim Kutta, Rupsa Basu +1
We consider the problem of sequentially testing for changes in the mean parameter of a time series, compared to a benchmark period. Most tests in the literature focus on the null h…
SILENT: A New Lens on Statistics in Software Timing Side Channels
Martin Dunsche, Patrick Bastian, Marcel Maehren +5
Cryptographic research takes software timing side channels seriously. Approaches to mitigate them include constant-time coding and techniques to enforce such practices. However, re…
Multiscale detection of practically significant changes in a gradually varying time series
Patrick Bastian, Holger Dette
In many change point problems it is reasonable to assume that compared to a benchmark at a given time point the properties of the observed stochastic process change gradually…
Detecting relevant dependencies under measurement error with applications to the analysis of planetary system evolution
Patrick Bastian, Nicolai Bissantz
Exoplanets play an important role in understanding the mechanics of planetary system formation and orbital evolution. In this context the correlations of different parameters of th…
Sequential Outlier Detection in Non-Stationary Time Series
Florian Heinrichs, Patrick Bastian, Holger Dette
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the…
Uniform confidence bands for joint angles across different fatigue phases
Patrick Bastian, Rupsa Basu, Holger Dette
We develop uniform confidence bands for the mean function of stationary time series as a post-hoc analysis of multiple change point detection in functional time series. In particul…