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It has become consensus that mild cognitive impairment (MCI), one of the early symptoms onset of Alzheimer's disease (AD), may appear 10 or more years after the emergence of neuropathological abnormalities. Therefore, understanding the progression of AD biomarkers and uncovering when brain alterations begin in the preclinical stage, while patients are still cognitively normal, are crucial for effective early detection and therapeutic development. In this paper, we develop a Bayesian semiparametric framework that jointly models the longitudinal trajectory of the AD biomarker with a changepoint relative to the occurrence of symptoms onset, which is subject to left truncation and right censoring, in a heterogeneous population. Furthermore, unlike most existing methods assuming that everyone in the considered population will eventually develop the disease, our approach accounts for the possibility that some individuals may never experience MCI or AD, even after a long follow-up time. We evaluate the proposed model through simulation studies and demonstrate its clinical utility by examining an important AD biomarker, ptau181, using a dataset from the Biomarkers of Cognitive Decline Among Normal Individuals (BIOCARD) study.

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The COVID-19 pandemic has caused a significant disruption in the social lives and mental health of people across the world. This study aims to asses the effect of using internet search volume data. We categorize the widely searched keywords on the internet in several categories, which are relevant in analyzing the public mental health status. Corresponding to each category of keywords, we conduct an appropriate statistical analysis to identify significant changes in the search pattern during the course of the pandemic. Binary segmentation method of changepoint detection, along with the combination of ARMA-GARCH models are utilized in this analysis. It helps us detect how people's behavior changed in phases and whether the severity of the pandemic brought forth those shifts in behaviors. Interestingly, we find that rather than the severity of the outbreak, the long duration of the pandemic has affected the public health status more. The phases, however, align well with the so-called COVID-19 waves and are consistent for different aspects of social and mental health. We further observe that the results are typically similar for different states as well.

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Changepoints are abrupt variations in a sequence of data in statistical inference. In educational and psychological assessments, it is essential to properly differentiate examinees' aberrant behaviours from solution behaviour to ensure test reliability and validity. In this paper, we propose a sequential Bayesian changepoint detection algorithm to monitor the locations of changepoints for response times in real time and, subsequently, further identify types of aberrant behaviours in conjunction with response patterns. Two simulation studies were conducted to investigate the efficiency and accuracy of the proposed detection procedure in terms of identifying one or multiple changepoints at different locations. In addition to manipulating the number and locations of changepoints, two types of aberrant behaviours were also considered: rapid guessing behaviour and cheating behaviour. Simulation results indicate that ability estimates could be improved after removing responses from aberrant behaviours identified by our approach. Two empirical examples were analysed to illustrate the application of the proposed sequential Bayesian changepoint detection procedure.

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In this paper, an approach to perform leak state detection and size identification for industrial fluid pipelines with an acoustic emission (AE) activity intensity index curve (AIIC), using b-value and a random forest (RF), is proposed. Initially, the b-value was calculated from pre-processed AE data, which was then utilized to construct AIICs. The AIIC presents a robust description of AE intensity, especially for detecting the leaking state, even with the complication of the multi-source problem of AE events (AEEs), in which there are other sources, rather than just leaking, contributing to the AE activity. In addition, it shows the capability to not just discriminate between normal and leaking states, but also to distinguish different leak sizes. To calculate the probability of a state change from normal condition to leakage, a changepoint detection method, using a Bayesian ensemble, was utilized. After the leak is detected, size identification is performed by feeding the AIIC to the RF. The experimental results were compared with two cutting-edge methods under different scenarios with various pressure levels and leak sizes, and the proposed method outperformed both the earlier algorithms in terms of accuracy.

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Grapevine crown gall (GCG) is a significant bacterial disease caused by tumorigenic Allorhizobium vitis (TAV) and is prevalent worldwide. TAV infects grapevines through wounds such as freezing injuries. Although grapevines typically avoid being wounded under snow cover, GCG occurs in many commercial vineyards in snowy regions. This study investigated the TAV population in GCG gall tissues, grapevine skins, and snow on grapevine skins from six infected vineyards located in Hokkaido, Japan, an area known for heavy snowfall. TAV was isolated not only from gall tissues but also from skins and snow on skins throughout the year. Hierarchical Bayesian model (HBM) analysis revealed that the number of TAV cells in gall tissues was affected by cultivar and low temperature, while those in skins were affected by location and low temperature. Additionally, Bayesian changepoint detection (BCD) showed that the number of TAV cells in gall and skin tissues increased during winter, including the snowfall season. Furthermore, the TAV population in grapevine skins under the snow was significantly higher than those above the snow, indicating that TAV under the snow is protected by the snow and can survive well during the snowfall season. This study highlights the ability of TAV to overwinter on/in galls and skins under the snow and act as inoculum for the next season.

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Condition-monitoring and anomaly-detection methods used for the assessment of wind turbines are key to reducing operation and maintenance (O&M) cost and improving their reliability. In this study, based on the sparrow search algorithm (SSA), bidirectional long short-term memory networks with a self-attention mechanism (SABiLSTM), and a binary segmentation changepoint detection algorithm (BinSegCPD), a condition-monitoring method (SSA-SABiLSTM-BinSegCPD, SSD) used for wind turbines is proposed. Specifically, the self-attention mechanism, which can mine the nonlinear dynamic characteristics and spatial-temporal features inherent in the SCADA time series, was introduced into a two-layer BiLSTM network to establish a normal-behavior model for wind turbine key components. Then, as a result of the advantages of searching precision and convergence rate methods, the sparrow search algorithm was employed to optimize the constructed SABiLSTM model. Moreover, the BinSegCPD algorithm was applied to the predicted residual sequence to achieve the automatic identification of deterioration conditions for wind turbines. Case studies conducted on multiple wind turbines located in south China showed that the established SSA-SABiLSTM model was superior to other contrast models, achieving a better prediction precision in terms of RMSE, MAE, MAPE, and R2. The MAE, RMSE, and MAPE of SSA-SABiLSTM were 0.2543 °C, 0.3412 °C, and 0.0069, which were 47.23%, 42.19%, and 53.38% lower than those of SABiLSTM, respectively. The R2 of SABiLSTM was 0.9731, which was 4.6% higher than that of SABiLSTM. The proposed SSD method can detect deterioration conditions 47-120 h in advance and trigger fault alarm signals approximately 36 h ahead of the actual failure time.

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In recent years, a number of methods have been proposed to estimate the times at which a neuron spikes on the basis of calcium imaging data. However, quantifying the uncertainty associated with these estimated spikes remains an open problem. We consider a simple and well-studied model for calcium imaging data, which states that calcium decays exponentially in the absence of a spike, and instantaneously increases when a spike occurs. We wish to test the null hypothesis that the neuron did not spike-i.e., that there was no increase in calcium-at a particular timepoint at which a spike was estimated. In this setting, classical hypothesis tests lead to inflated Type I error, because the spike was estimated on the same data used for testing. To overcome this problem, we propose a selective inference approach. We describe an efficient algorithm to compute finite-sample $p$-values that control selective Type I error, and confidence intervals with correct selective coverage, for spikes estimated using a recent proposal from the literature. We apply our proposal in simulation and on calcium imaging data from the $\texttt{spikefinder}$ challenge.

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Whether an outbreak of infectious disease is likely to grow or dissipate is determined through the time-varying reproduction number, Rt. Real-time or retrospective identification of changes in Rt following the imposition or relaxation of interventions can thus contribute important evidence about disease transmission dynamics which can inform policymaking. Here, we present a method for estimating shifts in Rt within a renewal model framework. Our method, which we call EpiCluster, is a Bayesian nonparametric model based on the Pitman-Yor process. We assume that Rt is piecewise-constant, and the incidence data and priors determine when or whether Rt should change and how many times it should do so throughout the series. We also introduce a prior which induces sparsity over the number of changepoints. Being Bayesian, our approach yields a measure of uncertainty in Rt and its changepoints. EpiCluster is fast, straightforward to use, and we demonstrate that it provides automated detection of rapid changes in transmission, either in real-time or retrospectively, for synthetic data series where the Rt profile is known. We illustrate the practical utility of our method by fitting it to case data of outbreaks of COVID-19 in Australia and Hong Kong, where it finds changepoints coinciding with the imposition of non-pharmaceutical interventions. Bayesian nonparametric methods, such as ours, allow the volume and complexity of the data to dictate the number of parameters required to approximate the process and should find wide application in epidemiology. This manuscript was submitted as part of a theme issue on "Modelling COVID-19 and Preparedness for Future Pandemics".

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Many time series problems feature epidemic changes-segments where a parameter deviates from a background baseline. Detection of such changepoints can be improved by accounting for the epidemic structure, but this is currently difficult if the background level is unknown. Furthermore, in practical data the background often undergoes nuisance changes, which interfere with standard estimation techniques and appear as false alarms. To solve these issues, we develop a new, efficient approach to simultaneously detect epidemic changes and estimate unknown, but fixed, background level, based on a penalised cost. Using it, we build a two-level detector that models and separates nuisance and signal changes. The analytic and computational properties of the proposed methods are established, including consistency and convergence. We demonstrate via simulations that our two-level detector provides accurate estimation of changepoints under a nuisance process, while other state-of-the-art detectors fail. In real-world genomic and demographic datasets, the proposed method identified and localised target events while separating out seasonal variations and experimental artefacts. Supplementary Information: The online version contains supplementary material available at 10.1007/s00362-022-01307-x.

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The graph fused lasso-which includes as a special case the one-dimensional fused lasso-is widely used to reconstruct signals that are piecewise constant on a graph, meaning that nodes connected by an edge tend to have identical values. We consider testing for a difference in the means of two connected components estimated using the graph fused lasso. A naive procedure such as a z-test for a difference in means will not control the selective Type I error, since the hypothesis that we are testing is itself a function of the data. In this work, we propose a new test for this task that controls the selective Type I error, and conditions on less information than existing approaches, leading to substantially higher power. We illustrate our approach in simulation and on datasets of drug overdose death rates and teenage birth rates in the contiguous United States. Our approach yields more discoveries on both datasets. Supplementary materials for this article are available online.

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An important problem in many fields dealing with noisy time series, such as psychophysiological single trial data during learning or monitoring treatment effects over time, is detecting a change in the model underlying a time series. Here, we present a new method for detecting a single changepoint in a linear time series regression model, termed residuals permutation-based method (RESPERM). The optimal changepoint in RESPERM maximizes Cohen's effect size with the parameters estimated by the permutation of residuals in a linear model. RESPERM was compared with the SEGMENTED method, a well-established and recommended method for detecting changepoints, using extensive simulated data sets, varying the amount and distribution characteristics of noise and the location of the change point. In time series with medium to large amounts of noise, the variance of the detected changepoint was consistently smaller for RESPERM than SEGMENTED. Finally, both methods were applied to a sample dataset of single trial amplitudes of the N250 ERP component during face learning. In conclusion, RESPERM appears to be well suited for changepoint detection especially in noisy data, making it the method of choice in neuroscience, medicine and many other fields.

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Indonesia is a country that is surrounded by active volcanoes, which may erupt at any time; therefore, an online early warning system of volcanic eruption is crucial. In this paper, an online early warning system is constructed based on the changepoints detection on earthquake magnitude time series. This online early warning system is built using a Bayesian Online Changepoint Detection (BOCPD) method. One of the method's advantages is that one can customize the parameters (initial hyper-parameters and hazard-rate parameter) of BOCPD to follow a chosen constraint. These parameters determine the time and number of changepoints. An algorithm, called Appropriate Parameters of Bayesian Online Changepoint Detection for Early Warning (APBOCPD-EW), is proposed to get the parameters that lead the detection to the early warning points before eruption. We apply the algorithm for online early warning of mount Merapi eruptions. The results show that the proposed method produces parameters that give good estimation time for early warnings of mount Merapi's eruptions.

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BACKGROUND: Histone modification constitutes a basic mechanism for the genetic regulation of gene expression. In early 2000s, a powerful technique has emerged that couples chromatin immunoprecipitation with high-throughput sequencing (ChIP-seq). This technique provides a direct survey of the DNA regions associated to these modifications. In order to realize the full potential of this technique, increasingly sophisticated statistical algorithms have been developed or adapted to analyze the massive amount of data it generates. Many of these algorithms were built around natural assumptions such as the Poisson distribution to model the noise in the count data. In this work we start from these natural assumptions and show that it is possible to improve upon them. RESULTS: Our comparisons on seven reference datasets of histone modifications (H3K36me3 & H3K4me3) suggest that natural assumptions are not always realistic under application conditions. We show that the unconstrained multiple changepoint detection model with alternative noise assumptions and supervised learning of the penalty parameter reduces the over-dispersion exhibited by count data. These models, implemented in the R package CROCS ( https://github.com/aLiehrmann/CROCS ), detect the peaks more accurately than algorithms which rely on natural assumptions. CONCLUSION: The segmentation models we propose can benefit researchers in the field of epigenetics by providing new high-quality peak prediction tracks for H3K36me3 and H3K4me3 histone modifications.

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Background: When exposed to repetitive umbilical cord occlusions (UCO) with worsening acidemia, fetuses eventually develop cardiovascular decompensation manifesting as pathological hypotensive arterial blood pressure (ABP) responses to fetal heart rate (FHR) decelerations. Failure to maintain cardiac output during labor is a key event leading up to brain injury. We reported that the timing of the event when a fetus begins to exhibit this cardiovascular phenotype is highly individual and was impossible to predict. Objective: We hypothesized that this phenotype would be reflected in the individual behavior of heart rate variability (HRV) as measured by root mean square of successive differences of R-R intervals (RMSSD), a measure of vagal modulation of HRV, which is known to increase with worsening acidemia. This is clinically relevant because HRV can be computed in real-time intrapartum. Consequently, we aimed to predict the individual timing of the event when a hypotensive ABP pattern would emerge in a fetus from a series of continuous RMSSD data. Study Design: Fourteen near-term fetal sheep were chronically instrumented with vascular catheters to record fetal arterial blood pressure, umbilical cord occluder to mimic uterine contractions occurring during human labor and ECG electrodes to compute the ECG-derived HRV measure RMSSD. All animals were studied over a ~6 h period. After a 1-2 h baseline control period, the animals underwent mild, moderate, and severe series of repetitive UCO. We applied the recently developed machine learning algorithm to detect physiologically meaningful changes in RMSSD dynamics with worsening acidemia and hypotensive responses to FHR decelerations. To mimic clinical scenarios using an ultrasound-based 4 Hz FHR sampling rate, we recomputed RMSSD from FHR sampled at 4 Hz and compared the performance of our algorithm under both conditions (1,000 Hz vs. 4 Hz). Results: The RMSSD values were highly non-stationary, with four different regimes and three regime changes, corresponding to a baseline period followed by mild, moderate, and severe UCO series. Each time series was characterized by seemingly randomly occurring (in terms of timing of the individual onset) increase in RMSSD values at different time points during the moderate UCO series and at the start of the severe UCO series. This event manifested as an increasing trend in RMSSD values, which counter-intuitively emerged as a period of relative stationarity for the time series. Our algorithm identified these change points as the individual time points of cardiovascular decompensation with 92% sensitivity, 86% accuracy and 92% precision which corresponded to 14 ± 21 min before the visual identification. In the 4 Hz RMSSD time series, the algorithm detected the event with 3 times earlier detection times than at 1,000 Hz, i.e., producing false positive alarms with 50% sensitivity, 21% accuracy, and 27% precision. We identified the overestimation of baseline FHR variability by RMSSD at a 4 Hz sampling rate to be the cause of this phenomenon. Conclusions: The key finding is demonstration of FHR monitoring to detect fetal cardiovascular decompensation during labor. This validates the hypothesis that our HRV-based algorithm identifies individual time points of ABP responses to UCO with worsening acidemia by extracting change point information from the physiologically related fluctuations in the RMSSD signal. This performance depends on the acquisition accuracy of beat to beat fluctuations achieved in trans-abdominal ECG devices and fails at the sampling rate used clinically in ultrasound-based systems. This has implications for implementing such an approach in clinical practice.

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BACKGROUND: Gene annotation in eukaryotes is a non-trivial task that requires meticulous analysis of accumulated transcript data. Challenges include transcriptionally active regions of the genome that contain overlapping genes, genes that produce numerous transcripts, transposable elements and numerous diverse sequence repeats. Currently available gene annotation software applications depend on pre-constructed full-length gene sequence assemblies which are not guaranteed to be error-free. The origins of these sequences are often uncertain, making it difficult to identify and rectify errors in them. This hinders the creation of an accurate and holistic representation of the transcriptomic landscape across multiple tissue types and experimental conditions. Therefore, to gauge the extent of diversity in gene structures, a comprehensive analysis of genome-wide expression data is imperative. RESULTS: We present FINDER, a fully automated computational tool that optimizes the entire process of annotating genes and transcript structures. Unlike current state-of-the-art pipelines, FINDER automates the RNA-Seq pre-processing step by working directly with raw sequence reads and optimizes gene prediction from BRAKER2 by supplementing these reads with associated proteins. The FINDER pipeline (1) reports transcripts and recognizes genes that are expressed under specific conditions, (2) generates all possible alternatively spliced transcripts from expressed RNA-Seq data, (3) analyzes read coverage patterns to modify existing transcript models and create new ones, and (4) scores genes as high- or low-confidence based on the available evidence across multiple datasets. We demonstrate the ability of FINDER to automatically annotate a diverse pool of genomes from eight species. CONCLUSIONS: FINDER takes a completely automated approach to annotate genes directly from raw expression data. It is capable of processing eukaryotic genomes of all sizes and requires no manual supervision-ideal for bench researchers with limited experience in handling computational tools.

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The electrocardiogram (ECG) signal is the most widely used non-invasive tool for the investigation of cardiovascular diseases. Automatic delineation of ECG fiducial points, in particular the R-peak, serves as the basis for ECG processing and analysis. This study proposes a new method of ECG signal analysis by introducing a new class of graphical models based on optimal changepoint detection models, named the graph-constrained changepoint detection (GCCD) model. The GCCD model treats fiducial points delineation in the non-stationary ECG signal as a changepoint detection problem. The proposed model exploits the sparsity of changepoints to detect abrupt changes within the ECG signal; thereby, the R-peak detection task can be relaxed from any preprocessing step. In this novel approach, prior biological knowledge about the expected sequence of changes is incorporated into the model using the constraint graph, which can be defined manually or automatically. First, we define the constraint graph manually; then, we present a graph learning algorithm that can search for an optimal graph in a greedy scheme. Finally, we compare the manually defined graphs and learned graphs in terms of graph structure and detection accuracy. We evaluate the performance of the algorithm using the MIT-BIH Arrhythmia Database. The proposed model achieves an overall sensitivity of 99.64%, positive predictivity of 99.71%, and detection error rate of 0.19 for the manually defined constraint graph and overall sensitivity of 99.76%, positive predictivity of 99.68%, and detection error rate of 0.55 for the automatic learning constraint graph.

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Changepoint detection methods are used in many areas of science and engineering, for example, in the analysis of copy number variation data to detect abnormalities in copy numbers along the genome. Despite the broad array of available tools, methodology for quantifying our uncertainty in the strength (or the presence) of given changepoints post-selection are lacking. Post-selection inference offers a framework to fill this gap, but the most straightforward application of these methods results in low-powered hypothesis tests and leaves open several important questions about practical usability. In this work, we carefully tailor post-selection inference methods toward changepoint detection, focusing on copy number variation data. To accomplish this, we study commonly used changepoint algorithms: binary segmentation, as well as two of its most popular variants, wild and circular, and the fused lasso. We implement some of the latest developments in post-selection inference theory, mainly auxiliary randomization. This improves the power, which requires implementations of Markov chain Monte Carlo algorithms (importance sampling and hit-and-run sampling) to carry out our tests. We also provide recommendations for improving practical useability, detailed simulations, and example analyses on array comparative genomic hybridization as well as sequencing data.

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Calcium imaging data promises to transform the field of neuroscience by making it possible to record from large populations of neurons simultaneously. However, determining the exact moment in time at which a neuron spikes, from a calcium imaging data set, amounts to a non-trivial deconvolution problem which is of critical importance for downstream analyses. While a number of formulations have been proposed for this task in the recent literature, in this article, we focus on a formulation recently proposed in Jewell and Witten (2018. Exact spike train inference via $\ell_{0} $ optimization. The Annals of Applied Statistics12(4), 2457-2482) that can accurately estimate not just the spike rate, but also the specific times at which the neuron spikes. We develop a much faster algorithm that can be used to deconvolve a fluorescence trace of 100 000 timesteps in less than a second. Furthermore, we present a modification to this algorithm that precludes the possibility of a "negative spike". We demonstrate the performance of this algorithm for spike deconvolution on calcium imaging datasets that were recently released as part of the $\texttt{spikefinder}$ challenge (http://spikefinder.codeneuro.org/). The algorithm presented in this article was used in the Allen Institute for Brain Science's "platform paper" to decode neural activity from the Allen Brain Observatory; this is the main scientific paper in which their data resource is presented. Our $\texttt{C++}$ implementation, along with $\texttt{R}$ and $\texttt{python}$ wrappers, is publicly available. $\texttt{R}$ code is available on $\texttt{CRAN}$ and $\texttt{Github}$, and $\texttt{python}$ wrappers are available on $\texttt{Github}$; see https://github.com/jewellsean/FastLZeroSpikeInference.

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When it comes to incidence data, most of the work on this field focuses on the modeling of nonextreme periods. Several attempts have been made and a variety of techniques are available to achieve so. In this work, in order to model not only the nonextreme periods but also capture the behavior of the whole time-series, we make use of a dataset on influenza-like illness rate for Greece, for the period 2014-2016. The identification of extreme periods is made possible via changepoint detection analysis and model selection techniques are developed in order to identify the optimal periodic-type auto-regressive moving average model with covariates that best describes the pattern of the time-series. In addition, in the context of incidence data modeling, an advanced algorithm was developed in order to improve the accuracy of the selected model. The derived results are satisfactory since the changepoint method seems to identify correctly the extreme periods, and the selected model: (1) estimates accurately the influenza-like illness syndrome morbidity burden in the case of Greece, and (2) captures satisfactorily enough the behavior of the whole time-series.

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It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is modelled assuming each segment is an autoregressive time series with possibly different autoregressive parameters. This is achieved using two main steps. The first step is to use a likelihood ratio scan based estimation technique to identify these potential change points to segment the time series. Once these potential change points are identified, modified parametric spectral discrimination tests are used to validate the proposed segments. A numerical study is conducted to demonstrate the performance of the proposed method across various scenarios and compared against other contemporary techniques.