Authors: Flossdorf, Jonathan
Fried, Roland
Jentsch, Carsten
Title: Online monitoring of dynamic networks using flexible multivariate control charts
Language (ISO): en
Abstract: The identification of differences in dynamic networks between various time points is an important task and involves statistical procedures like two-sample tests or changepoint detection. Due to the rather complex nature of temporal graphs, the analysis is challenging which is why the complexity is typically reduced to a metric or some sort of a model. This is not only likely to result in a loss of relevant information, but common approaches also use restrictive assumptions and are therefore heavily limited in their usability. We propose an online monitoring approach usable for flexible network structures and able to handle various types of changes. It is based on a sound choice of a set of network characteristics under consideration of their mathematical properties which is crucial in order to cover the relevant information. Subsequently, those metrics are jointly monitored in a suitable multivariate control chart scheme which performs superior to a univariate analysis and enables both parametric and non-parametric usage. The user also benefits from a handy interpretation of the structural reasons for the detected changes which is a crucial advantage in the rather complex field of dynamic networks. Our findings are supported by an extensive simulation study.
Subject Headings: change-point detection
temporal graphs
online monitoring
network analysis
multivariate control chart
Subject Headings (RSWK): Change-point-Problem
Multivariate Analyse
Großes System
Zeitreihenanalyse
URI: http://hdl.handle.net/2003/40730
http://dx.doi.org/10.17877/DE290R-22588
Issue Date: 2022
Appears in Collections:Sonderforschungsbereich (SFB) 823

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