Matched-calibration of changepoint detectors for biopharmaceutical quality monitoring

Matched-calibration of changepoint detectors for biopharmaceutical quality monitoring. Download PDF Abstract Monitoring a critical quality attribute (CQA) for process drift requires a changepoint detector, and non-Gaussian CQA data are widely taken to require a solid one. That recommendation is usually implemented by substituting a solid scale into an unchanged squared-error criterion.

We show this implementation is the problem, not robustness itself. We compare detectors at a matched false-positive rate and a matched search-space ablation, across sample sizes 25 to 1000 and three noise distributions. At default settings each penalty’s achieved rate drifts with sample size, so uncontrolled comparison is uninterpretable.

Once matched, a penalty scaled by the median absolute deviation collapses under heavy tails, its denominator failing to follow the outliers that inflate its numerator. Against an exactly known variance, that lost coupling explains a fifth to a third of the deficit under heavy tails and almost none under skew; the unstable solid scale explains the rest. A minimum segment length of five, defensible on applied grounds, removes about a third of that deficit, leaving 13 points at (n=200).

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