| Autor: |
Ferrari, André, Richard, Cédric, Verduci, Louis |
| Rok vydání: |
2019 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
Detecting abrupt changes in streaming graph signals is relevant in a variety of applications ranging from energy and water supplies, to environmental monitoring. In this paper, we address this problem when anomalies activate localized groups of nodes in a network. We introduce an online change-point detection algorithm, which is fully distributed across nodes to monitor large-scale dynamic networks. We analyze the detection statistics for controlling the probability of a global type 1 error. Finally we illustrate the detection and localization performance with simulated data. |
| Databáze: |
arXiv |
| Externí odkaz: |
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