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Online data-driven changepoint detection for high-dimensional dynamical systems

In this study, the detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems. Here, changepoints indicate instances in time when the underlying dynamical system has a fundamentally different characteristic—which may be due to a change in the model parameters or due to intermittent phenomena arising from the same model. We propose two complementary approaches to achieve this, with the first devised using arguments from probabilistic unsupervised learning and the latter devised using supervised deep learning. To accelerate the deployment of transition detection algorithms in high-dimensional dynamical systems, we introduce dimensionality reduction techniques. Our experiments demonstrate that transitions can be detected efficiently, in real-time, for the two-dimensional forced Kolmogorov flow and the Rössler dynamical system, which are characterized by anomalous regimes in phase space where dynamics are perturbed off the attractor at potentially uneven intervals. Finally, we also demonstrate how variations in the frequency of detected changepoints may be utilized to detect a significant modification to the underlying model parameters by utilizing the Lorenz-63 dynamical system.

97 MATHEMATICS AND COMPUTING↗

Elastic functional changepoint detection of climate impacts from localized sources

Detecting changepoints in functional data has become an important problem as interest in monitoring of climate phenomenon has increased, where the data is functional in nature. Here, the observed data often contains both amplitude (y-axis) and phase (x-axis) variability. If not accounted for properly, true changepoints may be undetected, and the estimated underlying mean change functions will be incorrect. In this article, an elastic functional changepoint method is developed which properly accounts for these types of variability. The method can detect amplitude and phase changepoints which current methods in the literature do not, as they focus solely on the amplitude changepoint. This method can easily be implemented using the functions directly or can be computed via functional principal component analysis to ease the computational burden. We apply the method and its nonelastic competitors to both simulated data and observed data to show its efficiency in handling data with phase variation with both amplitude and phase changepoints. We use the method to evaluate potential changes in stratospheric temperature due to the eruption of Mt. Pinatubo in the Philippines in June 1991. Using an epidemic changepoint model, we find evidence of a increase in stratospheric temperature during a period that contains the immediate aftermath of Mt. Pinatubo, with most detected changepoints occurring in the tropics as expected.

54 ENVIRONMENTAL SCIENCES↗

Elastic Changepoint Detection for Globally-indexed Functional Time Series Data with Climate Applications

Changepoint detection is a vital tool in the application of climate data analysis. Numerous types of climate observation data are most properly represented by functional time series, implying a need for accurate changepoint detection methods applicable to functional time series data. Such data taken at a global scale often contain both spatial heterogeneity and dependence as well as phase (time) misalignment. In this report, we present methods which can detect spatially-dependent changepoints while allowing different estimates of change time and change strength depending on location. Additionally, we provide extensions to this spatially-predicted model which controls for phase variability among observations. Our methods provide the ability to detect a single change, or control for epidemic changes (where a “return-to-normal” change is more likely to be detected than the initial change). We showcase results analyzing the June 1991 eruption of Mt. Pinatubo, where our methods demonstrate the ability to accurately detect both single and epidemic changepoints even in the presence of strong seasonal variability. We find that our spatially-predicted model improves the detection of relevant changepoints versus methods which do not take spatial information into account, and we find that controlling for phase variability helps to control the false discovery rate during the detection process.

54 ENVIRONMENTAL SCIENCES↗

Tracing the impacts of Mount Pinatubo eruption on regional climate using spatially-varying changepoint detection

Significant events, such as volcanic eruptions, can have global and long-lasting impacts on climate. These global impacts, however, are not uniform across space and time. Understanding how the Mt. Pinatubo eruption affects global and regional climate is of great interest for predicting the impact on climate due to similar events as well as understanding the possible effect of the stratospheric aerosol injections proposed to combat climate change. While many studies illustrated the impact of the Pinatubo eruption on a global scale, studies at a fine regional scale are scarce. Here, we propose a Bayesian spatially-varying changepoint detection and estimation method to trace the impact of Mt. Pinatubo eruption on regional climate. Our approach takes into account the diffusing nature and spatial correlation of the climate changes attributed to the volcanic eruption. We illustrate our method and demonstrate its advantages over an existing changepoint detection method through simulations. Finally, we apply our method to monthly stratospheric aerosol optical depth and surface temperature data from 1985 to 1995 to detect and estimate changepoints following the 1991 Mt. Pinatubo eruption. Our results quantitatively characterize the spatial pattern of the eruption’s impact on regional climate, complementing the previous studies on the global impact of the Pinatubo eruption.

Aerosol optical depth↗

Multiple Changepoint Detection for Non‐Gaussian Time Series

ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios. When the marginal distribution of the data is continuous, the methods essentially reduce to the change of variables formula for probability densities. When the marginal distribution is count‐oriented, Hermite expansions and particle filtering techniques are used to quantify the scenario. Simulations demonstrating the efficacy of the methods are given and two data sets are analyzed: 1) the proportion of home runs hit by Major League Baseball batters from 1920 to 2023 and 2) a six‐dimensional series of tropical cyclone counts from the Earth's basins of generation from 1980 to 2023. In the first series, beta marginal distributions are used to describe the proportions; in the second, Poisson marginal distributions seem appropriate.

Lund, Robert [Department of Statistics University ↗

Model Agnostic Bayesian Framework for Online Anomaly/Event Detection in PMU Data

Phasor measurement units (PMU) are integral to the modernization and automation plan of the electric power industry. A PMU data signature contains system-level events (e.g., faults, generation/load change, etc.) and any measurement/device-related errors. Therefore, the reliable and resilient operation of power systems is equivalent to the quality of the PMU data and the situation awareness provided by its data signature. Despite recent progress, current state-of-the-art methods are not fool-proof and have certain limitations tracing an error/abnormality to sensor sub-components and grid systems. This is because of technical challenges imposed by the scarcity of the labeled information, loss of data quality, and non-stationarity of data. In this paper, we consider the online PMU data stream as an output of a stochastic process and pose the anomaly/event detection as a changepoint detection problem dealing with detecting parameter changes in the underlying stochastic processes. The proposed model-agnostic framework relies on: (a) feature extraction utilizing the minimum volume enclosing ellipsoids (MVEE) method from raw PMU observations and (b) a Bayesian framework of changepoint detection. The validity of the proposed methodology is discussed through numerical experiments on real-world utility-scale PMU data.

Hossain, Ramij Raja↗

Automated Shift Detection in Sensor-Based PV Power and Irradiance Time Series: Preprint

PV power and irradiance sensor-based measurements are prone to error, resulting in issues such as abrupt time series data shifts. These shifts, which are usually unintentional, may be caused by software or hardware configuration changes on a PV system, and do not reflect an actual change in overall system performance. Locating these shifts and segmenting the associated time series aids in more accurate future PV analysis. In this research, an offline changepoint detection (CPD) algorithm that automatically detects these abrupt data shifts in sensor-based time series is introduced. Data shift periods in 101 daily PV power and irradiance time series were labeled manually by two solar experts. These data streams represent sensor-based measurements, and display a variety of data shift behaviors. A changepoint detection algorithm was tuned using the 101 labeled data streams, with each model configuration's ability to detect labeled changepoints benchmarked using metrics such as F1-score, recall, and Rand Index. Best performing models on seasonality-corrected data streams include the Pruned Exact Linear (PELT) method, the Binary Segmentation method, and the Bottom-Up method, all scoring an average F1-score of 0.76 or greater at detecting labeled changepoints within a 30-day window for the labeled data sets. To promote further research in this space, we are releasing the labeled data shift sets on U.S. Department of Energy's (DOE) DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package.

changepoint detection↗

Automated Shift Detection in Sensor-Based PV Power and Irradiance Time Series

PV power and irradiance sensor-based measurements are prone to error, resulting in issues such as time series data shifts. In this research, a changepoint detection (CPD) algorithm that automatically detects data shifts in sensor-based time series is introduced. Data shift periods in 101 daily PV power and irradiance time series were labeled manually by two solar experts. These data streams represent sensor-based measurements, and display a variety of data shift behaviors. A changepoint detection algorithm was tuned using the 101 labeled data streams, with each model configuration's ability to detect labeled changepoints benchmarked using metrics such as F1-score, recall, and Rand Index. Best performing models on seasonality-corrected data streams include the Pruned Exact Linear (PELT) method, the Binary Segmentation method, and the Bottom-Up method, all scoring an average F1-score of 0.76 or greater at detecting labeled changepoints within a 30-day window across the labeled data sets. Pending approval, we plan to release the labeled data sets for this research on NREL's DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package. By supplying the training sets and algorithm, we hope to encourage further development in this research space.

data shift↗

Performance portable ice-sheet modeling with MALI

High-resolution simulations of polar ice sheets play a crucial role in the ongoing effort to develop more accurate and reliable Earth system models for probabilistic sea-level projections. These simulations often require a massive amount of memory and computation from large supercomputing clusters to provide sufficient accuracy and resolution; therefore, it has become essential to ensure performance on these platforms. Many of today’s supercomputers contain a diverse set of computing architectures and require specific programming interfaces in order to obtain optimal efficiency. In an effort to avoid architecture-specific programming and maintain productivity across platforms, the ice-sheet modeling code known as MPAS-Albany Land Ice (MALI) uses high-level abstractions to integrate Trilinos libraries and the Kokkos programming model for performance portable code across a variety of different architectures. In this article, we analyze the performance portable features of MALI via a performance analysis on current CPU-based and GPU-based supercomputers. The analysis highlights not only the performance portable improvements made in finite element assembly and multigrid preconditioning within MALI with speedups between 1.26 and 1.82x across CPU and GPU architectures but also identifies the need to further improve performance in software coupling and preconditioning on GPUs. We perform a weak scalability study and show that simulations on GPU-based machines perform 1.24–1.92x faster when utilizing the GPUs. The best performance is found in finite element assembly, which achieved a speedup of up to 8.65x and a weak scaling efficiency of 82.6% with GPUs. We additionally describe an automated performance testing framework developed for this code base using a changepoint detection method. The framework is used to make actionable decisions about performance within MALI. We provide several concrete examples of scenarios in which the framework has identified performance regressions, improvements, and algorithm differences over the course of 2 years of development.

54 ENVIRONMENTAL SCIENCES↗

Entropy-based feature selection for capturing impacts in Earth system models with abrupt forcing

This paper presents the development of a new entropy-based feature selection method for identifying and quantifying impacts. Here, impacts are defined as statistically significant differences in spatio-temporal fields when comparing datasets with and without an external forcing in an Earth system model. Temporal feature selection is performed by first computing the cross-fuzzy entropy to quantify similarity of patterns between two datasets and then applying changepoint detection to identify regions of statistically constant entropy. The method is used to capture temperate north surface cooling from a 9-member simulation ensemble of the Mt. Pinatubo volcanic eruption, which injected 10 Tg of SO 2 into the stratosphere. The results estimate a mean difference decrease in near surface air temperature of -0.560 K with a 99% confidence interval between -0.864 K and -0.257 K between April and November of 1992, one year following the eruption. A sensitivity analysis with decreasing SO 2 injection revealed that the impact is statistically significant at 5 Tg but not at 3 Tg. Using identified features, a dependency graph model based on a 9-day lag had significantly fewer nodes than a graph based on monthly means. Furthermore, this demonstrates our method’s ability to perform dimension reduction while still uncovering source-to-impact pathways.

Changepoint detection↗

TRACER Perspectives on Gulf-Breeze and Bay-Breeze Circulations and Coastal Convection

Abstract This study explores gulf-breeze circulations (GBCs) and bay-breeze circulations (BBCs) in Houston–Galveston, investigating their characteristics, large-scale weather influences, and impacts on surface properties, boundary layer updrafts, and convective clouds. The results are derived from a combination of datasets, including satellite observations, ground-based measurements, and reanalysis datasets, using machine learning, changepoint detection method, and Lagrangian cell tracking. We find that anticyclonic synoptic patterns during the summer months (June–September) favor GBC/BBC formation and the associated convective cloud development, representing 74% of cases. The main Tracking Aerosol Convection Interactions Experiment (TRACER) site located close to the Galveston Bay is influenced by both GBC and BBC, with nearly half of the cases showing evident BBC features. The site experiences early frontal passages ranging from 1040 to 1630 local time (LT), with 1300 LT being the most frequent. These fronts are stronger than those observed at the ancillary site which is located further inland from the Galveston Bay, including larger changes in surface temperature, moisture, and wind speed. Furthermore, these fronts trigger boundary layer updrafts, likely promoting isolated convective precipitating cores that are short lived (average convective lifetime of 63 min) and slow moving (average propagation speed of 5 m s −1 ), primarily within 20–40 km from the coast.

54 ENVIRONMENTAL SCIENCES↗

Prevalence of Self-Reported Voice Concerns and Associated Risk Markers in a Nonclinical Sample of Military Service Members

Introduction: Difficult communication environments are common in military settings, and effective voice use can be critical to mission success. This study aimed to estimate the prevalence of self-reported voice disorders among U.S. military service members and to identify factors that contribute to their voice concerns. Method: A nonclinical sample of 4,123 active-duty service members was recruited across Department of Defense hearing conservation clinics. During their required annual hearing evaluation, volunteers provided responses to voice-related questions including a slightly adapted version of the Voice Handicap Index-10 (VHI-10) as part of a larger survey about communication issues. Changepoint detection was applied to age and years of service to explore cohort effects in the reporting of voice concerns. Logistic regression analyses examined multiple available factors related to communication to identify factors associated with abnormal results on the VHI-10. Results: Among the respondents, 41% reported experiencing vocal hoarseness or fatigue at least several times per year, and 8.2% ( n = 336) scored above the recommended abnormal cut-point value of 11 on the VHI-10. Factors independently associated with the greatest risk for self-reported voice concerns were sex (female), cadmium exposure, vocal demands (the need for a strong, clear voice), and auditory health measures (frequency of experiencing temporary threshold shifts; self-reported hearing difficulties). Conclusions: Based on self-reported voice concerns and false negative rates reported in the literature, the prevalence of dysphonia in a large sample of active-duty service members is estimated to be 11.7%, which is higher than that in the general population. Certain predictors for voice concerns were expected based on previous literature, like female sex and voice use, but frequency of temporary threshold shifts and exposure to cadmium were surprising. The strong link between voice and auditory problems has particular implications regarding the need for effective communication in high-noise military and other occupational environments.

Audiology & Speech-Language Pathology↗