Tag Archives: Changepoint Detection

Nice related work on change-point detection and a novel algorithm for off-line detection of abrupt changes in multivariate signals

Charles Truong; Laurent Oudre; Nicolas Vayatis, Greedy Kernel Change-Point Detection, IEEE Transactions on Signal Processing ( Volume: 67, Issue: 24, Dec.15, 15 2019), DOI: 10.1109/TSP.2019.2953670.

We consider the problem of detecting abrupt changes in the underlying stochastic structure of multivariate signals. A novel non-parametric and model-free off-line change-point detection method based on a kernel mapping is presented. This approach is sequential and alternates between two steps: a greedy detection to estimate a new breakpoint and a projection to remove its contribution to the signal. The resulting algorithm is able to segment time series for which no accurate model is available: it is computationally more efficient than exact kernel change-point detection and more precise than window-based approximations. The proposed method also offers some theoretical consistency properties. For the special case of a linear kernel, an even faster implementation is provided. The proposed strategy is compared to standard parametric and non-parametric procedures on a real-world data set composed of 262 accelerometer recordings.

Prediction of changes in behaviors of cars for autohomous driving, based on POMDPs made efficient by separation of multiple policies

Enric Galceran, Alexander G. Cunningham, Ryan M. Eustice, Edwin Olson,Multipolicy decision-making for autonomous driving via changepoint-based behavior prediction: Theory and experiment, Autonomous Robots, August 2017, Volume 41, Issue 6, pp 1367–1382, DOI: 10.1007/s10514-017-9619-z.

This paper reports on an integrated inference and decision-making approach for autonomous driving that models vehicle behavior for both our vehicle and nearby vehicles as a discrete set of closed-loop policies. Each policy captures a distinct high-level behavior and intention, such as driving along a lane or turning at an intersection. We first employ Bayesian changepoint detection on the observed history of nearby cars to estimate the distribution over potential policies that each nearby car might be executing. We then sample policy assignments from these distributions to obtain high-likelihood actions for each participating vehicle, and perform closed-loop forward simulation to predict the outcome for each sampled policy assignment. After evaluating these predicted outcomes, we execute the policy with the maximum expected reward value. We validate behavioral prediction and decision-making using simulated and real-world experiments.