{"title":"Sequential Change Point Detection in Dynamic Non-Stationary Manufacturing Processes.","authors":"Yuhan Tian, Abolfazl Safikhani, Kamran Paynabar","doi":"10.1287/ijds.2025.0068","DOIUrl":"https://doi.org/10.1287/ijds.2025.0068","url":null,"abstract":"<p><p>Sequential monitoring of multivariate time series to detect sudden changes in the data-generating process is a fundamental problem in statistics and signal processing. Most existing detection algorithms assume (a) no cross-correlations between time series components and (b) stationarity with fixed parameters between consecutive change points. These assumptions are often violated in real-world applications, such as manufacturing processes, leading to overfitting or inaccurate change point identification. To address this limitation, we introduce a general modeling framework that incorporates local dynamics and cross-correlations in multivariate time series and propose a novel sequential detection algorithm, dscpd (dynamic sequential change point detection). The method detects abrupt shifts in the mean while accounting for local dynamics through a multivariate random walk model and cross-correlations through a vector autoregressive process. In addition, dscpd estimates shift sizes and constructs confidence intervals, facilitating root cause analysis of sudden changes. We establish theoretical properties under mild conditions, including false-positive rate control, detection power calculations, and localization error bounds. Simulation studies, comparisons with existing methods, and applications to real-world data sets such as paper production and semiconductor manufacturing demonstrate the effectiveness of dscpd for detecting abrupt changes in complex multivariate time series.</p>","PeriodicalId":524165,"journal":{"name":"INFORMS journal on data science","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2026-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13637797/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149122997","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Qiyuan Chen, Raed Al Kontar, Maher Nouiehed, X Jessie Yang, Corey Lester
{"title":"Rethinking Cost-Sensitive Classification in Deep Learning via Adversarial Data Augmentation.","authors":"Qiyuan Chen, Raed Al Kontar, Maher Nouiehed, X Jessie Yang, Corey Lester","doi":"10.1287/ijds.2022.0033","DOIUrl":"10.1287/ijds.2022.0033","url":null,"abstract":"<p><p>Cost-sensitive classification is critical in applications where misclassification errors widely vary in cost. However, overparameterization poses fundamental challenges to the cost-sensitive modeling of deep neural networks (DNNs). The ability of a DNN to fully interpolate a training data set can render a DNN, evaluated purely on the training set, ineffective in distinguishing a cost-sensitive solution from its overall accuracy maximization counterpart. This necessitates rethinking cost-sensitive classification in DNNs. To address this challenge, this paper proposes a cost-sensitive adversarial data augmentation (CSADA) framework to make overparameterized models cost sensitive. The overarching idea is to generate targeted adversarial examples that push the decision boundary in cost-aware directions. These targeted adversarial samples are generated by maximizing the probability of critical misclassifications and used to train a model with more conservative decisions on costly pairs. Experiments on well-known data sets and a pharmacy medication image (PMI) data set, made publicly available, show that our method can effectively minimize the overall cost and reduce critical errors while achieving comparable overall accuracy.</p>","PeriodicalId":524165,"journal":{"name":"INFORMS journal on data science","volume":"4 1","pages":"1-19"},"PeriodicalIF":0.0,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13480451/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148805572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}