A nonparametric change detection approach in social networks

Abstract

AbstractA network provides powerful means of representing relationships between entities in complex physical, biological, cyber, and social systems. Any phenomena in those areas may be realized as changes in the structure of the associated networks. Hence, change detection in dynamic networks is an important problem in many areas, such as fraud detection, cyber intrusion detection, and health care monitoring. This article proposes a new methodology for monitoring dynamic networks for quick detection of structural changes in network streams and also estimating the location of the change‐point. The proposed methodology utilizes the eigenvalues for the adjacency matrices of network snapshots and employs a nonparametric hypothesis to test if the distribution of the eigenvalues for the current snapshot is different from those of the previous ones along a sliding window of reference networks. The statistic of the nonparametric test, energy distance among eigenvalues, is monitored using a one‐sided exponentially weighted moving average control chart. Then, after an anomaly detection signal from the monitoring scheme, eigenvalues for the snapshots are employed to calculate the energy statistic at various time steps to locate the change‐point. The proposed method is intended to detect two types of structural changes in the networks: (1) change in the communication rates among individuals and (2) change in the community structure of the network. The proposed methodology is applied to both simulated and real‐world data. Results indicate that the proposed methodology provides a reliable tool for monitoring networks streams and also estimating change‐points locations for precise assessing of the networks under investigation.