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Online network monitoring

Author

Listed:
  • Anna Malinovskaya

    (Leibniz University Hannover)

  • Philipp Otto

    (Leibniz University Hannover)

Abstract

An important problem in network analysis is the online detection of anomalous behaviour. In this paper, 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 generated by temporal exponential random graph models (TERGM). The latter allows us to account for temporal dependence while simultaneously reducing the number of parameters to be monitored. The performance of the considered charts is evaluated by calculating the average run length and the conditional expected delay for both simulated and real data. To justify the decision of using 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.

Suggested Citation

  • Anna Malinovskaya & Philipp Otto, 2021. "Online network monitoring," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(5), pages 1337-1364, December.
    • Handle: RePEc:spr:stmapp:v:30:y:2021:i:5:d:10.1007_s10260-021-00589-z
    DOI: 10.1007/s10260-021-00589-z
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    References listed on IDEAS

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