Change-point;
control chart;
exponential random graph model;
social network;
statistical process monitoring;
ANOMALY DETECTION;
D O I:
10.1080/03610926.2022.2163366
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Exponential random graph models (ERGM) are known as one of the most flexible models for profile monitoring of the complex structure of dynamic social networks, especially for networks with a large number of nodes. Usually, only one realization of a network is available instead of a random sample and the correlations between nodes increase the computational cost. Parametrizing via ERGM, the parameters of the model corresponding to the features of the network (namely, edges, k-star, and triangles) are then monitored using Hotelling's T2 and likelihood ratio test control charts in Phase I for two general scenarios in both the directed and undirected edges cases. The results show that the presented control charts efficiently characterize the profile consisting of a network at each sampling time. The power of each method at a constant nominal Type I error probability is numerically reported for different shifts in the parameters. The results are also employed in the analysis of Gnutella Internet Peer-to-Peer Networks.
机构:
Univ Hong Kong, Div Informat & Technol Studies, Hong Kong, Hong Kong, Peoples R China
Univ Sydney, Complex Syst, Fac Engn & IT, Sydney, NSW 2006, AustraliaUniv Hong Kong, Div Informat & Technol Studies, Hong Kong, Hong Kong, Peoples R China
Hossain, Liaquat
Hamra, Jafar
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机构:
Univ Sydney, Complex Syst, Fac Engn & IT, Sydney, NSW 2006, AustraliaUniv Hong Kong, Div Informat & Technol Studies, Hong Kong, Hong Kong, Peoples R China
Hamra, Jafar
Wigand, Rolf T.
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机构:
Univ Arkansas, Dept Informat Sci, Little Rock, AR 72204 USAUniv Hong Kong, Div Informat & Technol Studies, Hong Kong, Hong Kong, Peoples R China
Wigand, Rolf T.
Carlsson, Sven
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机构:
Lund Univ, Dept Informat, Studierektor Forskarutbildning, S-22100 Lund, SwedenUniv Hong Kong, Div Informat & Technol Studies, Hong Kong, Hong Kong, Peoples R China