학술논문
Online Detection of Cascading Change-Points Using Diffusion Networks
Document Type
Conference
Author
Source
2022 58th Annual Allerton Conference on Communication, Control, and Computing (Allerton) Communication, Control, and Computing (Allerton), 2022 58th Annual Allerton Conference on. :1-6 Sep, 2022
Subject
Language
Abstract
We propose an online detection procedure for cascading failures in the network from sequential data, which can be modeled as multiple correlated change-points happening during a short period. We consider a temporal diffusion network model to capture the temporal dynamic structure of multiple change-points and develop a sequential Shewhart procedure based on the generalized likelihood ratio statistics based on the diffusion network model assuming unknown post-change distribution parameters. We also tackle the computational complexity posed by the unknown propagation. Numerical experiments demonstrate good performance for detecting cascade failures.