Search arXivSearch

arXiv · 2603.21154

How Short Is Too Short? Power Analysis for BIC-Based Changepoint Detection in Ecological Monitorin

Abstract

Changepoint detection is increasingly applied to ecological time series, yet statistical power at the short series lengths typical of monitoring (10-50 observations) is rarely assessed. We present a simulation-based power analysis for BIC-based Binary Segmentation across 108 combinations of series length, effect size, and number of changepoints. BIC achieves $\geq$80% power for a single changepoint only at $n \geq 30$ with effect size $\geq 2.0$; detecting 2-3 changepoints requires $n \geq 50$ and ES $\geq 5.0$. BIC is conservative, underestimating changepoints more often than overestimating. AR(1) autocorrelation ($ϕ= 0.6$) reduces BIC-Binseg power by 40%, but PELT with a standard penalty maintains 85-91% power even under moderate autocorrelation. Comparison with early warning signal (EWS) variance-trend tests reveals a crossover: at ES $< 1.5$, EWS outperforms changepoint detection, but EWS rates are invariant to effect size ($\sim$73%), suggesting noise detection rather than genuine signals. Cross-system empirical validation on coral reef (Moorea, $n = 18$) and desert rodent (Portal Project, $n = 49$) time series confirms that detection succeeds when effect sizes fall in the predicted "reliable" zone. We provide power heatmaps as practical lookup tools and recommend that ecologists prefer PELT over Binseg-BIC for autocorrelated data, compute expected effect sizes before applying changepoint analysis, and pair results with permutation tests.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Ang A. Li. 2026-03-22. How Short Is Too Short? Power Analysis for BIC-Based Changepoint Detection in Ecological Monitorin. https://arxiv.org/abs/2603.21154

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Dimension Bridging for 3D RANS with Neural Network Accelerated Gaussian Functional Regression

In many computational science and engineering problems, repeatedly solving fully resolved physics-based models to design for a quantity of interest (QoI) can quickly become intractable, requiring the use of low-fidelity models to predict the same QoI but introduce errors where some features are neglected or are otherwise inaccurately resolved. We use Gaussian Functional Regression (GFR) to learn a correction to a 2D Reynolds-Averaged Navier-Stokes (RANS) model to predict the aerodynamic coefficients from a 3D RANS model. This model pair has a disparity in the governing physics from the reduced dimensionality, a previously unexplored application for GFR. Empirically, our results show that with a proper choice of low-dimensional (LD) model, the proposed kernel allows for the use of fewer high-dimensional (HD) evaluations to regress a response surface to the same level of accuracy as standard stationary kernels. Moreover, the new kernel provides more informative uncertainty quantification, which we show is advantageous when used to drive an adaptive sampling algorithm. Finally, we propose a novel neural network accelerated kernel, which we show offers predictions in good agreement while speeding up evaluations by millions of times in wall clock measurements, bringing the computational budget within the real-time regime.

cs.CE

SabreAgent: Language Models at Design Time for Lost-Sales Inventory Control

SabreAgent uses a language model at design time to construct two components for lost-sales inventory control: a product-specific seasonal prior and a validation-selected capped base-stock policy family. During operation, statistical forecasting and inventory optimization use these frozen artifacts to determine orders, with zero language-model calls. We evaluate the approach on the $1{,}320$ instances of InventoryBench. Under the benchmark's cost assumptions, the operations-research core draws on a zero-lead-time optimality result and a projected-inventory rule for positive deterministic lead times. The latter computes replenishment shortfalls by propagating inventory using sales along simulated demand paths. The seasonal prior adds forecast variants alongside the original forecaster, and the selected policy family handles stochastic lead times with order destruction. SabreAgent scores $0.6311$, compared with $0.5380$ for the strongest published baseline, and ranks first in all six benchmark cells. Ablations attribute most of the gain to the OR core. In the paired analysis, the seasonal component adds $1.79\%$ across the three real-data cells, and the search component adds $2.3\%$ across the two stochastic-lead-time cells. These results demonstrate how model-generated priors and policy structure can improve an OR controller through design-time use.

cs.CE

Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting

Stock price forecasting is a long-standing challenge in computational finance, driven by the inherent randomness of markets and complex temporal patterns. While recent deep-learning models have raised forecasting accuracy by jointly modeling inter-stock and temporal price dynamics, they conflate inter-stock relationships with intra-stock temporal dependencies and focus solely on the univariate objective of price movement. To address these limitations, we propose LiMT, a Hierarchical Multi-Task Learning framework that integrates liquidity-aware signals for stock price forecasting. LiMT employs a Market Regime Encoder (MRE) module that first extracts contemporaneous cross-stock dependencies, then models each stock's temporal dynamics, yielding a unified latent state. Building on this latent state, we introduce a Liquidity-Driven Learning (LDL) module, a mixture-of-experts architecture that features cross-task gating mechanisms to jointly predict price movement, volatility, and trading volume. We further design an Adaptive Portfolio Optimization (APO) mechanism that converts multi-task forecasts into executable portfolio weights under transaction-cost and liquidity constraints. Extensive experiments on the CSI300 and CSI500 benchmarks show that LiMT performs best among strong neural and tree-based baselines across the reported metrics. In realistic CSI300 backtests, APO improves annualized return from 3.99% to 10.01% and Sharpe ratio from 1.22 to 1.86 over equal weighting, showing that the multi-task forecasts translate into deployable portfolio gains.

cs.CE