Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks
Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks
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DOI：
10.1080/03610926.2012.758742
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发表时间：
2015-05
期刊：
影响因子：
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通讯作者：
D. Han;F. Tsung;Xianghui Ning
中科院分区：
文献类型：
--
作者：
D. Han;F. Tsung;Xianghui Ning
研究了复杂网络度比分布变化的检测与诊断问题。本文不仅给出了用累积和图检测分布变化时的受控和失控平均游程长度的渐近表达式，而且提供了一种将高维马尔可夫链的检测问题转化为一维问题的有效而实用的方法。此外，三个多图的基础上参考转移概率，主成分，和熵统计的诊断问题。最后，通过一个描述90种资产之间动态性和随机相关性的真实的金融网络，验证了无参考Cuscore图和基于熵统计的多图的检测和诊断性能.
The detection and diagnosis problems of distribution changes of degree ratio in complex networks are studied in this paper. We not only give the asymptotic expressions of the in-control and out-of-control average run lengths in detecting the distribution change by the cumulative sum chart, but also provide an effective and practicable method to transform the detection problem of the high dimensional Markov chain into a one-dimensional problem. Moreover, three multi-charts each based on the reference transition probabilities, the principal components, and the entropy statistics are presented to deal with the diagnosis problem. Finally, a real financial network which describes the dynamics and random correlations among 90 assets is investigated to demonstrate the detection and diagnosis performance of both the reference-free Cuscore chart and the multi-chart based on the entropy statistics.