Enhancing the Performance of Monitoring the DCSBM Using Multivariate Control Charts with Estimated Parameters

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Abossedgh Sara; SAGHAEI ABBAS; AMIRI AMIRHOSSEIN

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Journal Paper

Paper Information

Journal: Advances in Industrial Engineering Year:2022 | Volume:56 | Issue:1 Page(s): 73-86

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Title

Enhancing the Performance of Monitoring the DCSBM Using Multivariate Control Charts with Estimated Parameters

Author(s)

Abossedgh Sara | SAGHAEI ABBAS | AMIRI AMIRHOSSEIN

Keywords

Change Detection

DCSBM

Estimation Effect

Multivariate Process Monitoring

Random Graphs

Abstract

Many methods are applied to network surveillance for anomaly detection. Some quality control methods have been developed to monitor several quality characteristics simultaneously in different networks. In our study, we use three Multivariate Process Monitoring techniques such as Hotelling’, s T 2, MEWMA, and MCUSUM to compare to the prior univariate control charts in the DegreeCorrected Stochastic Block Model (DCSBM), a random network model supporting the degree of each node based on Poisson distribution. By estimating parameters in Phase I from many charts, we apply ARL and SDRL metrics for the performance evaluation of multivariate control charts. The advantage of our method is detecting signals faster than previews ones by simulation and this is useful for defining the suitable method in different types of change. Furthermore, the quality of performance in different multivariate methods is displayed in detecting the shifts in the DCSBM. Finally, MCUSUM shows better performance for monitoring local and global changes than other methods.

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APA: Copy

Abossedgh, Sara, SAGHAEI, ABBAS, & AMIRI, AMIRHOSSEIN. (2022). Enhancing the Performance of Monitoring the DCSBM Using Multivariate Control Charts with Estimated Parameters. ADVANCES IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING), 56(1), 73-86. SID. https://sid.ir/paper/994727/en

Vancouver: Copy

Abossedgh Sara, SAGHAEI ABBAS, AMIRI AMIRHOSSEIN. Enhancing the Performance of Monitoring the DCSBM Using Multivariate Control Charts with Estimated Parameters. ADVANCES IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING)[Internet]. 2022;56(1):73-86. Available from: https://sid.ir/paper/994727/en

IEEE: Copy

Sara Abossedgh, ABBAS SAGHAEI, and AMIRHOSSEIN AMIRI, “Enhancing the Performance of Monitoring the DCSBM Using Multivariate Control Charts with Estimated Parameters,” ADVANCES IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING), vol. 56, no. 1, pp. 73–86, 2022, [Online]. Available: https://sid.ir/paper/994727/en

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