We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in designing change-point detection algorithms. This is done via an initial step of graphon estimation, where we propose a modified neighborhood smoothing (MNBS) algorithm for estimating the link probability matrices of a dynamic network. Based on the initial graphon estimation, we then develop a screening and thresholding algorithm for multiple change-point detection in dynamic networks. The convergence rate and consistency for the change-point detection procedure are derived as well as those for MNBS. When the number of nodes is large (e.g., exceeds the number of temporal points), our approach yields a faster convergence rate in detecting change-points comparing with an algorithm that simply employs averaged information of the dynamic network across time. Numerical experiments demonstrate robust performance of the proposed algorithm for change-point detection under various types of dynamic networks, and superior performance over existing methods is observed. A real data example is provided to illustrate the effectiveness and practical impact of the procedure.
Another related area of research is anomaly detection in dynamic networks, where the task is to detect short abrupt deviation of the network behavior from its norm. This is not the focus of our paper and we refer the readers to @cite_1 for a comprehensive survey.
@cite_1
2093168265
Network anomaly detection is a vibrant research area. Researchers have approached this problem using various techniques such as artificial intelligence, machine learning, and state machine modeling. In this paper, we first review these anomaly detection methods and then describe in detail a statistical signal processing technique based on abrupt change detection. We show that this signal processing technique is effective at detecting several network anomalies. Case studies from real network data that demonstrate the power of the signal processing approach to network anomaly detection are presented. The application of signal processing techniques to this area is still in its infancy, and we believe that it has great potential to enhance the field, and thereby improve the reliability of IP networks. Network anomaly detection is an important and dynamic research area. Many network intrusion detection methods and systems (NIDS) have been proposed in the literature. In this paper, we provide a structured and comprehensive overview of various facets of network anomaly detection so that a researcher can become quickly familiar with every aspect of network anomaly detection. We present attacks normally encountered by network intrusion detection systems. We categorize existing network anomaly detection methods and systems based on the underlying computational techniques used. Within this framework, we briefly describe and compare a large number of network anomaly detection methods and systems. In addition, we also discuss tools that can be used by network defenders and datasets that researchers in network anomaly detection can use. We also highlight research directions in network anomaly detection. Detecting anomalies in data is a vital task, with numerous high-impact applications in areas such as security, finance, health care, and law enforcement. While numerous techniques have been developed in past years for spotting outliers and anomalies in unstructured collections of multi-dimensional points, with graph data becoming ubiquitous, techniques for structured graph data have been of focus recently. As objects in graphs have long-range correlations, a suite of novel technology has been developed for anomaly detection in graph data. This survey aims to provide a general, comprehensive, and structured overview of the state-of-the-art methods for anomaly detection in data represented as graphs. As a key contribution, we give a general framework for the algorithms categorized under various settings: unsupervised versus (semi-)supervised approaches, for static versus dynamic graphs, for attributed versus plain graphs. We highlight the effectiveness, scalability, generality, and robustness aspects of the methods. What is more, we stress the importance of anomaly attribution and highlight the major techniques that facilitate digging out the root cause, or the why', of the detected anomalies for further analysis and sense-making. Finally, we present several real-world applications of graph-based anomaly detection in diverse domains, including financial, auction, computer traffic, and social networks. We conclude our survey with a discussion on open theoretical and practical challenges in the field. Anomaly detection is an important problem that has been researched within diverse research areas and application domains. Many anomaly detection techniques have been specifically developed for certain application domains, while others are more generic. This survey tries to provide a structured and comprehensive overview of the research on anomaly detection. We have grouped existing techniques into different categories based on the underlying approach adopted by each technique. For each category we have identified key assumptions, which are used by the techniques to differentiate between normal and anomalous behavior. When applying a given technique to a particular domain, these assumptions can be used as guidelines to assess the effectiveness of the technique in that domain. For each category, we provide a basic anomaly detection technique, and then show how the different existing techniques in that category are variants of the basic technique. This template provides an easier and more succinct understanding of the techniques belonging to each category. Further, for each category, we identify the advantages and disadvantages of the techniques in that category. We also provide a discussion on the computational complexity of the techniques since it is an important issue in real application domains. We hope that this survey will provide a better understanding of the different directions in which research has been done on this topic, and how techniques developed in one area can be applied in domains for which they were not intended to begin with.