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arXiv · 1910.06561

Distributed Change Detection in Streaming Graph Signals

André Ferrari·Cédric Richard·Louis Verduci
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Abstract

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.

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André Ferrari, Cédric Richard, Louis Verduci. 2019-10-15. Distributed Change Detection in Streaming Graph Signals. https://arxiv.org/abs/1910.06561

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