We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the genome, or in finance as we observe time-series over longer periods. We consider the common approach of detecting changepoints through minimising a cost function over possible numbers and locations of changepoints. method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which, under mild conditions, is linear in the number of observations. This compares favourably with existing methods for the same problem whose computational cost can be quadratic or even cubic. In simulation studies we show that our new method can be orders of magnitude faster than these alternative exact methods. We also compare with the Binary Segmentation algorithm for identifying changepoints, showing that the exactness of our approach can lead to substantial improvements in the accuracy of the inferred segmentation of the data.

One of the key challenges in changepoint analysis is the ability to detect multiple changes within a given time series or sequence. The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method and in particular provides an implementation of the recently proposed PELT algorithm. This article describes the search methods which are implemented in the package as well as some of the available test statistics whilst highlighting their application with simulated and practical examples. Particular emphasis is placed on the PELT algorithm and how results differ from the binary segmentation approach.

Background : There is increasing evidence that people in the early stages of Alzheimer’s disease (AD) have subtle impairments in cognitive inhibition that can be detected by using relatively simple eye-tracking paradigms, but these subtle impairments are often missed by traditional cognitive assessments. People with mild cognitive impairment (MCI) are at an increased likelihood of dementia due to AD. No study has yet investigated and contrasted the MCI subtypes in relation to eye movement performance. Methods : In this work we explore whether eye-tracking impairments can distinguish between patients with the amnesic and the non-amnesic variants of MCI. Participants were 68 people with dementia due to AD, 42 had a diagnosis of aMCI, and 47 had a diagnosis of naMCI, and 92 age-matched cognitively healthy controls. Results: The findings revealed that eye-tracking can distinguish between the two forms of MCI. Conclusions : The work provides further support for eye-tracking as a useful diagnostic biomarker in the assessment of dementia.

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The detection of climate change and its attribution to the corresponding underlying processes is challenging because signals such as trends and shifts are superposed on variability arising from the memory within the climate system. Statistical methods used to characterize change in time series must be flexible enough to distinguish these components. Here we propose an approach tailored to distinguish these different modes of change by fitting a series of models and selecting the most suitable one according to an information criterion. The models involve combinations of a constant mean or a trend superposed to a background of white noise with or without autocorrelation to characterize the memory, and are able to detect multiple changepoints in each model configuration. Through a simulation study on synthetic time series, the approach is shown to be effective in distinguishing abrupt changes from trends and memory by identifying the true number and timing of abrupt changes when they are present. Furthermore, the proposed method is better performing than two commonly used approaches for the detection of abrupt changes in climate time series. Using this approach, the so-called hiatus in recent global mean surface warming fails to be detected as a shift in the rate of temperature rise but is instead consistent with steady increase since the 1960s/1970s. Our method also supports the hypothesis that the Pacific decadal oscillation behaves as a short-memory process rather than forced mean shifts as previously suggested. These examples demonstrate the usefulness of the proposed approach for change detection and for avoiding the most pervasive types of mistake in the detection of climate change.