Change Point Detection in High-Dimensional Time Series Networks
Overview
Implementation of the Factorized Binary Search (FaBiSearch) methodology for the estimation of the number and the location of multiple change points in the network (or clustering) structure of multivariate high-dimensional time series. The method is motivated by the detection of change points in functional connectivity networks for functional magnetic resonance imaging (fMRI) data. FaBiSearch uses non-negative matrix factorization (NMF), an unsupervised dimension reduction technique, and a new binary search algorithm to identify multiple change points. It requires minimal assumptions. Lastly, we provide interactive, 3-dimensional, brain-specific network visualization capability in a flexible, stand-alone function. This function can be conveniently used with any node coordinate atlas, and nodes can be color coded according to community membership, if applicable. The output is an elegantly displayed network laid over a cortical surface, which can be rotated in the 3-dimensional space. The main routines of the package are detect.cps(), for multiple change point detection, est.net(), for estimating a network between stationary multivariate time series, net.3dplot(), for plotting the estimated functional connectivity networks, and opt.rank(), for finding the optimal rank in NMF for a given data set. The functions have been extensively tested on simulated multivariate high-dimensional time series data and fMRI data. For details on the FaBiSearch methodology, please see Ondrus et al. (2021) arXiv:2103.06347. For a more detailed explanation and applied examples of the fabisearch package, please see Ondrus and Cribben (2022), preprint.
Minor Changes ##
detect.cps ###
1. number of cores for parallelization added as an input ("ncores")
2. dependency to "pkgmaker" removed
From NEWS.md in the release
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NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Martin Ondrus <mondrus@ualberta.ca>’ The Description field contains (2021) <arXiv:2103.06347>. For a more detailed explanation and applied Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 12
- Examples that run
- 0%4 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 42%
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Dependencies
Installing fabisearch adds 56 packages (27 with compiled code, 53 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bslib 5.6 MB. 1 more not on CRAN is not measured.
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- unarchivedReturned to CRAN2023-01-12
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- archivedRemoved from CRAN2022-11-20requires archived package 'pkgmaker'
- RR 4.2.0 released · 2022-04-22
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- unarchivedReturned to CRAN2021-11-23
- 0.0.3.92021-11-23 · diff ↗
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- RR 4.1.0 released · 2021-05-18
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Package metadata
- First published
- 2021-02-24
- Total releases
- 7 / 5 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.10
- Bundled data
- 3.4 MB / 7 files
- Download size
- 3.7 MB
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