Change detection

In statistical analysis, change

detection or change point
detection tries to identify
times when the probability
distribution of a stochastic
process or time series
changes. In general the
problem concerns both
detecting whether or not a
change has occurred, or
whether several changes
might have occurred, and
identifying the times of any Yearly volume of the Nile river at Aswan, an example of time series data
such changes. commonly used in change detection. Dotted line denotes a detected change
point when a dam was built.[1]
Specific applications, like
step detection and edge
detection, may be concerned
with changes in the mean, variance, correlation, or spectral density of the process. More generally change
detection also includes the detection of anomalous behavior: anomaly detection.

Introduction
A time series measures the progression of one or more quantities over time. For instance, the figure above
shows the level of water in the Nile river between 1870 and 1970. Change point detection is concerned
with identifying whether, and if so when, the behavior of the series changes significantly. In the Nile river
example, the volume of water changes significantly after a dam was built in the river. Importantly,
anomalous observations that differ from the ongoing behavior of the time series are not generally
considered change points as long as the series returns to its previous behavior afterwards.

Mathematically, we can describe a time series as an ordered sequence of observations . We

can write the joint distribution of a subset of the time series as . If the
goal is to determine whether a change point occurred at a time in a finite time series of length , then we
really ask whether equals . This problem can be generalized to the case of more than one
change point.
The problem of change point detection can be narrowed down further into more specific problems. In
offline change point detection it is assumed that a sequence of length is available and the goal is to
identify whether any change point(s) occurred in the series. This is an example of post hoc analysis and is
often approached using hypothesis testing methods. By contrast, online change point detection is concerned
with detecting change points in an incoming data stream.

Algorithms

Online change detection

Using the sequential analysis ("online") approach, any change test must make a trade-off between these
common metrics:

False alarm rate

Misdetection rate
Detection delay

In a Bayes change-detection problem, a prior distribution is available for the change time.

Online change detection is also done using streaming algorithms.

Offline change detection

Basseville (1993, Section 2.6) discusses offline change-in-mean detection with hypothesis testing based on
the works of Page[2] and Picard[3] and maximum-likelihood estimation of the change time, related to two-
phase regression. Other approaches employ clustering based on maximum likelihood estimation,, use
optimization to infer the number and times of changes,[4] via spectral analysis,[5] or singular spectrum
analysis.[6]

Statistically speaking, change detection is often

considered as a model selection
problem. [8][9][10] Models with more
changepoints fit data better but with more
parameters. The best trade-off can be found by
optimizing a model selection criterion such as
Akaike information criterion and Bayesian
information criterion. Bayesian model selection
has also been used. Bayesian methods often
quantify uncertainties of all sorts and answer
questions hard to tackle by classical methods,
such as what is the probability of having a Detection of changepoints in the Nile River flow data using
change at a given time and what is the a Bayesian method [7]
probability of the data having a certain number
of changepoints. [8]
"Offline" approaches cannot be used on streaming data because they need to compare to statistics of the
complete time series, and cannot react to changes in real-time but often provide a more accurate estimation
of the change time and magnitude.

Applications of change detection

Change detection tests are often used in manufacturing (quality control), intrusion detection, spam filtering,
website tracking, and medical diagnostics.

Linguistic change detection

Linguistic change detection refers to the ability to detect word-level changes across multiple presentations
of the same sentence. Researchers have found that the amount of semantic overlap (i.e., relatedness)
between the changed word and the new word influences the ease with which such a detection is made
(Sturt, Sanford, Stewart, & Dawydiak, 2004). Additional research has found that focussing one's attention
to the word that will be changed during the initial reading of the original sentence can improve detection.
This was shown using italicized text to focus attention, whereby the word that will be changing is italicized
in the original sentence (Sanford, Sanford, Molle, & Emmott, 2006), as well as using clefting constructions
such as "It was the tree that needed water." (Kennette, Wurm, & Van Havermaet, 2010). These change-
detection phenomena appear to be robust, even occurring cross-linguistically when bilinguals read the
original sentence in their native language and the changed sentence in their second language (Kennette,
Wurm & Van Havermaet, 2010). Recently, researchers have detected word-level changes in semantics
across time by computationally analyzing temporal corpora (for example:the word "gay" has acquired a
new meaning over time) using change point detection.[11] This is also applicable to reading non-words
such as music. Even though music is not a language, it is still written and people to comprehend its
meaning which involves perception and attention, allowing change detection to be present.[12]

Visual change detection

Visual change detection is one's ability to detect differences between two or more images or scenes.[13]
This is essential in many everyday tasks. One example is detecting changes on the road to drive safely and
successfully. Change detection is crucial in operating motor vehicles to detect other vehicles, traffic control
signals, pedestrians, and more.[14] Another example of utilizing visual change detection is facial
recognition. When noticing one's appearance, change detection is vital, as faces are "dynamic" and can
change in appearance due to different factors such as "lighting conditions, facial expressions, aging, and
occlusion".[15] Change detection algorithms use various techniques, such as "feature tracking, alignment,
and normalization," to capture and compare different facial features and patterns across individuals in order
to correctly identify people.[15] Visual change detection involves the integration of "multiple sensors inputs,
cognitive processes, and attentional mechanisms," often focusing on multiple stimuli at once.[16] The brain
processes visual information from the eyes, compares it with previous knowledge stored in memory, and
identifies differences between the two stimuli. This process occurs rapidly and unconsciously, allowing
individuals to respond to changing environments and make necessary adjustments to their behavior.[17]

Cognitive change detection

There have been several studies conducted to analyze the cognitive functions of change detection. With
cognitive change detection, researchers have found that most people overestimate their change detection,
when in reality, they are more susceptible to change blindness than they think.[18] Cognitive change
detection has many complexities based on external factors, and sensory pathways play a key role in
determining one's success in detecting changes. One study proposes and proves that the multi-sensory
pathway network, which consists of three sensory pathways, significantly increases the effectiveness of
change detection.[19] Sensory pathway one fuses the stimuli together, sensory pathway two involves using
the middle concatenation strategy to learn the changed behavior, and sensory pathway three involves using
the middle difference strategy to learn the changed behavior.[19] With all three of these working together,
change detection has a significantly increased success rate.[19] It was previously believed that the posterior
parietal cortex (PPC) played a role in enhancing change detection due to its focus on "sensory and task-
related activity".[20] However, studies have also disproven that the PPC is necessary for change detection;
although these have high functional correlation with each other, the PPC's mechanistic involvement in
change detection is insignificant.[20] Moreover, top-down processing plays an important role in change
detection because it enables people to resort to background knowledge which then influences perception,
which is also common in children. Researchers have conducted a longitudinal study surrounding children's
development and the change detection throughout infancy to adulthood.[21] In this, it was found that
change detection is stronger in young infants compared to older children, with top-down processing being a
main contributor to this outcome.[21]

See also
Structural break—Change in model structure
Detection theory
Hypothesis testing
Recall rate
Receiver operating characteristic
Change blindness

References
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Further reading
Michèle Basseville; Igor V. Nikiforov (April 1993). Detection of Abrupt Changes: Theory and
Application (http://www.irisa.fr/sisthem/kniga/). Prentice-Hall, Englewood Cliffs, N.J. ISBN 0-
13-126780-9.
H. Vincent Poor; Olympia Hadjiliadis (2009). Quickest Detection. Cambridge University
Press. ISBN 978-0-521-62104-5.

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