Given a time series of graphs <i>G</i>(<i>t</i>)=(<i>V</i>,<i>E</i>(<i>t</i>)) , <i>t</i>=1,2,... , where the fixed vertex set <i>V</i> represents “actors” and an edge between vertex <i>u</i> and vertex <i>v</i> at time <i>t</i>(<i>uv</i> ∈ <i>E</i>(<i>t</i>)) represents the existence of a communications event between actors <i>u</i> and <i>v</i> during the <i>t</i><sup>th</sup> time period, we wish to detect anomalies and/or change points. We consider a collection of graph features, or invariants, and demonstrate that adaptive fusion provides superior inferential efficacy compared to naive equal weighting for a certain class of anomaly detection problems. Simulation results using a latent process model for time series of graphs, as well as illustrative experimental results for a time series of graphs derived from the Enron email data, show that a fusion statistic can provide superior inference compared to individual invariants alone. These results also demonstrate that an adaptive weighting scheme for fusion of invariants performs better than naive equal weighting.
Anomaly Detection in Time Series of Graphs using Fusion of Graph Invariants
Youngser Park,C. Priebe,Abdou Youssef
Published 2012 in IEEE Journal on Selected Topics in Signal Processing
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- Publication year
2012
- Venue
IEEE Journal on Selected Topics in Signal Processing
- Publication date
2012-10-31
- Fields of study
Mathematics, Computer Science
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