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arXiv · 1911.05610

Online detection of cascading change-points

Rui Zhang·Yao Xie·Rui Yao·Feng Qiu
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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 the good performance for detecting cascade failures.

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Rui Zhang, Yao Xie, Rui Yao, Feng Qiu. 2021-02-05. Online detection of cascading change-points. https://arxiv.org/abs/1911.05610

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