2 papers
stat.ME2026
CHASM: Online Changepoint Detection in Temporal and Cross-Variable Dependence
Victor K. Khamesi, Edward A. K. Cohen, Niall M. Adams +1
Changepoint detection identifies times when the generative process of a time series changes, with applications in healthcare, cybersecurity, and finance. In multivariate settings,…
stat.ME2024
Online Changepoint Detection via Dynamic Mode Decomposition
Victor K. Khamesi, Niall M. Adams, Dean A. Bodenham +1
Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring…