arXiv · 2512.03255
Change Point Detection for Functional Autoregressive Processes on the Sphere
Abstract
We introduce a novel framework for change point detection in spherical functional autoregressive (SPHAR) processes, enabling the identification of structural breaks in spatio-temporal random fields on the sphere. Our LASSO-regularized estimator, based on penalized dynamic programming in the harmonic domain, operates without knowledge of the number or locations of change points and offers non-asymptotic theoretical guarantees. This approach provides a new tool for analyzing nonstationary phenomena on the sphere, relevant to climate science, cosmology, and beyond.
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Federica Spoto, Alessia Caponera, Pierpaolo Brutti. 2025-12-02. Change Point Detection for Functional Autoregressive Processes on the Sphere. https://arxiv.org/abs/2512.03255
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