Changes in the structure of observed social and complex networks' structure can indicate a significant underlying change in an organization, or reflect the response of the network to an external event. Automatic detection of change points in evolving networks is rudimentary to the research and the understanding of the effect of such events on networks. Here we present an easy-to-implement and fast framework for change point detection in temporal evolving networks. Unlike previous approaches, our method is size agnostic, and does not require either prior knowledge about the network's size and structure, nor does it require obtaining historical information or nodal identities over time. We use both synthetic data derived from dynamic models and two real datasets: Enron email exchange and Ask-Ubuntu forum. Our framework succeeds with both precision and recall and outperforms previous solutions
In stochastic models of networks, change points are points in time where a change in the system's norm is detected in a manner that can be significantly differentiated from plain stochastic noise @cite_35 @cite_19 @cite_22 @cite_23 @cite_26 . McCulloh & Carley @cite_7 convert the series of networks to a time series of scalar values for different network measures, and looked for a stable change in these values (as opposed to temporal change, when looking for anomaly detection) using process mining techniques for change points detection @cite_15 @cite_8 @cite_7 . Change point detection frameworks @cite_26 commonly consist of three phases: (1) generate longitudinal graphs; (2) capture representative features of each graph; (3) detect significant distance between graph snapshots, or window of snapshots, to specify changes.
@cite_35 @cite_26 @cite_22 @cite_7 @cite_8 @cite_19 @cite_23 @cite_15
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The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. This paper formulates change-point detection as a hypothesis testing problem in terms of a generative latent position model, focusing on the special case of the Stochastic Block Model time series. We analyze two classes of scan statistics, based on distinct underlying locality statistics presented in the literature. Our main contribution is the derivation of the limiting properties and power characteristics of the competing scan statistics. Performance is compared theoretically, on synthetic data, and empirically, on the Enron email corpus. In the past few years there has been increased interest in using data-mining techniques to extract interesting patterns from time series data generated by sensors monitoring temporally varying phenomenon. Most work has assumed that raw data is somehow processed to generate a sequence of events, which is then mined for interesting episodes. In some cases the rule for determining when a sensor reading should generate an event is well known. However, if the phenomenon is ill-understood, stating such a rule is difficult. Detection of events in such an environment is the focus of this paper. Consider a dynamic phenomenon whose behavior changes enough over time to be considered a qualitatively significant change. The problem we investigate is of identifying the time points at which the behavior change occurs. In the statistics literature this has been called the change-point detection problem. The standard approach has been to (a) upriori determine the number of change-points that are to be discovered, and (b) decide the function that will be used for curve fitting in the interval between successive change-points. In this paper we generalize along both these dimensions. We propose an iterative algorithm that fits a model to a time segment, and uses a likelihood criterion to determine if the segment should be partitioned further, i.e. if it contains a new changepoint. In this paper we present algorithms for both the batch and incremental versions of the problem, and evaluate their behavior with synthetic and real data. Finally, we present initial results comparing the change-points detected by the batch algorithm with those detected by people using visual inspection. Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving networks is change-point detection, in which we both identify the times at which the large-scale pattern of interactions changes fundamentally and quantify how large and what kind of change occurred. Here, we formalize for the first time the network change-point detection problem within an online probabilistic learning framework and introduce a method that can reliably solve it. This method combines a generalized hierarchical random graph model with a Bayesian hypothesis test to quantitatively determine if, when, and precisely how a change point has occurred. We analyze the detectability of our method using synthetic data with known change points of different types and magnitudes, and show that this method is more accurate than several previously used alternatives. Applied to two high-resolution evolving social networks, this method identifies a sequence of change points that align with known external "shocks" to these networks. This book is downloadable from http: www.irisa.fr sisthem kniga . Many monitoring problems can be stated as the problem of detecting a change in the parameters of a static or dynamic stochastic system. The main goal of this book is to describe a unified framework for the design and the performance analysis of the algorithms for solving these change detection problems. Also the book contains the key mathematical background necessary for this purpose. Finally links with the analytical redundancy approach to fault detection in linear systems are established. We call abrupt change any change in the parameters of the system that occurs either instantaneously or at least very fast with respect to the sampling period of the measurements. Abrupt changes by no means refer to changes with large magnitude; on the contrary, in most applications the main problem is to detect small changes. Moreover, in some applications, the early warning of small - and not necessarily fast - changes is of crucial interest in order to avoid the economic or even catastrophic consequences that can result from an accumulation of such small changes. For example, small faults arising in the sensors of a navigation system can result, through the underlying integration, in serious errors in the estimated position of the plane. Another example is the early warning of small deviations from the normal operating conditions of an industrial process. The early detection of slight changes in the state of the process allows to plan in a more adequate manner the periods during which the process should be inspected and possibly repaired, and thus to reduce the exploitation costs.