论文标题
在线网络监控
Online network monitoring
论文作者
论文摘要
网络分析的应用发现在各种学科中取得了巨大的成功。但是,这些方法的普及揭示了处理复杂性迅速扩展的网络的困难。网络分析的主要兴趣之一是对异常行为的在线检测。为了克服维度的诅咒,我们引入了一种网络监视方法,将网络建模和统计过程控制汇总在一起。我们的方法是基于指数平滑和累积总和应用多元控制图表,以监视由时间指数随机图模型(TERGM)确定的网络。这使我们可以考虑时间依赖性,同时减少监视的参数数量。通过计算模拟和真实数据的平均运行长度来评估所提出的图表的性能。为了证明TERGM的适当性来描述网络数据,检查了一些拟合良好的度量。我们通过经验应用来证明拟议方法的有效性,并监视美国的每日飞行以检测异常模式。
The application of network analysis has found great success in a wide variety of disciplines; however, the popularity of these approaches has revealed the difficulty in handling networks whose complexity scales rapidly. One of the main interests in network analysis is the online detection of anomalous behaviour. To overcome the curse of dimensionality, we introduce a network surveillance method bringing together network modelling and statistical process control. Our approach is to apply multivariate control charts based on exponential smoothing and cumulative sums in order to monitor networks determined by temporal exponential random graph models (TERGM). This allows us to account for temporal dependence, while simultaneously reducing the number of parameters to be monitored. The performance of the proposed charts is evaluated by calculating the average run length for both simulated and real data. To prove the appropriateness of the TERGM to describe network data, some measures of goodness of fit are inspected. We demonstrate the effectiveness of the proposed approach by an empirical application, monitoring daily flights in the United States to detect anomalous patterns.