2019/10/15 by Ferrari, André, Richard, Cédric, Verduci, Louis
#FOS: Computer and information sciences #FOS: Electrical engineering #Multiagent Systems (cs.MA) #Signal Processing (eess.SP) #electronic engineering #information engineering
paper · doi:10.48550/arxiv.1910.06561
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.