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Detection of mean changes in partially observed functional data

Published: October 9, 2025 | arXiv ID: 2510.07854v1

By: Šárka Hudecová, Claudia Kirch

Potential Business Impact:

Finds changes in data even when it's incomplete.

Business Areas:
A/B Testing Data and Analytics

We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios, including both abrupt and gradual changes. The significance of the test statistic is assessed via a permutation test. In addition to the classical permutation approach with a fixed number of permutation samples, we also discuss a variant with controlled resampling risk that relies on a random (data-driven) number of permutation samples. The small sample performance of the proposed methodology is illustrated in a Monte Carlo simulation study and an application to real data.

Country of Origin
🇨🇿 Czech Republic

Page Count
35 pages

Category
Statistics:
Methodology