WITHDRAWN Change Points Detection for Spherical Functional Autoregressive Processes

Alessia Caponera Co-Author
LUISS Guido Carli
 
Pierpaolo Brutti Co-Author
Sapienza Università di Roma
 
Federica Spoto First Author
Harvard University
 
Monday, Aug 4: 2:50 PM - 3:05 PM
2518 
Contributed Papers 
Music City Center 
Every phenomenon can potentially experience transitions in its behavior, making change detection essential for understanding their evolution over time and space. The change point framework is a valuable tool for identifying shifts in dynamic processes and involves estimating the number and location of time points where transitions occur.

A growing area of interest is the study of random fields on the sphere, relevant in astrophysics and climate science, among others. Notably, spherical functional autoregressions (SPHAR(p)) effectively capture random behavior by integrating spatial and temporal dependencies. Detecting structural breaks in spherical random processes is crucial, especially in climate science, where changes in global surface temperature could help describe global warming.

Thanks to the change point framework, we generalize the SPHAR(p) model by relaxing the stationarity assumption. We also introduce a Lasso-based change point detection technique in this setting and assess its effectiveness on both synthetic and real data.

Keywords

Change-point detection

Spherical random fields

Autoregressive processes

Functional analysis

Lasso 

Main Sponsor

Section on Statistical Learning and Data Science