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bioRxiv · 10.64898/2026.03.16.712011

MICA: Model-Informed Change-point Analysis

Lotfi, M.·Kaderali, L.
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Abstract

Change point detection is critical for identifying structural transitions in time series data. While most existing methods focus on changes in statistical properties of the data such as the mean or variance, many real-world systems are governed by dynamical models in which changes occur in model parameters. We introduce MICA, an algorithm that detects change points by minimizing the discrepancy between model simulations with a given dynamical model and observed data. The method integrates binary segmentation with a genetic algorithm to identify both the timing and nature of model parameter changes. MICA simultaneously estimates segment-specific and global parameters alongside change points, offering enhanced flexibility and interpretability. We demonstrate its utility on synthetic datasets and real-world scenarios, including COVID-19 epidemiological modeling, under policy interventions, and the analysis of generator cooling systems in wind turbines to monitor operational status. While illustrated using differential and difference equation models, MICA is model-agnostic and applicable to any simulatable system, making it broadly useful for applications requiring accurate tracking of structural dynamics.

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Lotfi, M., Kaderali, L.. 2026-03-18. MICA: Model-Informed Change-point Analysis. https://doi.org/10.64898/2026.03.16.712011

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