{"title":"A Robust Topological Framework for Detecting Regime Changes in Multi-Trial Experiments With Application to Predictive Maintenance","authors":"Anass El-Yaagoubi, Jean-Marc Freyermuth, Hernando Ombao","doi":"10.1111/jtsa.70032","DOIUrl":null,"url":null,"abstract":"<div>\n \n <p>We present a general and adaptable framework for detecting regime changes in complex, non-stationary data across multi-trial experiments. While traditional change point detection methods focus on identifying abrupt changes within a single time series (single trial), our approach identifies changes that occur across trials, accommodating variations due to experimental inconsistencies, such as differing event timings or durations. By utilizing diverse metrics, including topological analysis of time-frequency characteristics in the spectrum and spectrograms, our method provides a robust framework for detecting cross-trial changes. This flexibility allows it to address a range of scenarios with varying statistical assumptions, including different levels of stationarity within and across trials. We validate our approach through simulations using time-varying autoregressive processes exhibiting various regime changes. Our results highlight the method's effectiveness in detecting cross-trial changes under varied conditions. Furthermore, we showcase its potential for practical applications by analyzing vibration signals from the NASA bearing dataset. Through time-frequency analysis, our framework accurately identifies bearing failures, demonstrating its strong capability for early fault detection in predictive maintenance of mechanical systems.</p>\n </div>","PeriodicalId":49973,"journal":{"name":"Journal of Time Series Analysis","volume":"47 3","pages":"579-596"},"PeriodicalIF":1.2000,"publicationDate":"2026-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Time Series Analysis","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/jtsa.70032","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2025/12/3 0:00:00","PubModel":"Epub","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
We present a general and adaptable framework for detecting regime changes in complex, non-stationary data across multi-trial experiments. While traditional change point detection methods focus on identifying abrupt changes within a single time series (single trial), our approach identifies changes that occur across trials, accommodating variations due to experimental inconsistencies, such as differing event timings or durations. By utilizing diverse metrics, including topological analysis of time-frequency characteristics in the spectrum and spectrograms, our method provides a robust framework for detecting cross-trial changes. This flexibility allows it to address a range of scenarios with varying statistical assumptions, including different levels of stationarity within and across trials. We validate our approach through simulations using time-varying autoregressive processes exhibiting various regime changes. Our results highlight the method's effectiveness in detecting cross-trial changes under varied conditions. Furthermore, we showcase its potential for practical applications by analyzing vibration signals from the NASA bearing dataset. Through time-frequency analysis, our framework accurately identifies bearing failures, demonstrating its strong capability for early fault detection in predictive maintenance of mechanical systems.
期刊介绍:
During the last 30 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics. Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering.
The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications, as well as review papers dealing with recent advances in major areas of the subject and short communications on theoretical developments. The editorial board consists of many of the world''s leading experts in Time Series Analysis.