1. Simultaneous Detection of Multiple Change Points and Community Structures in Time Series of Networks
- Author
-
Cheung, Rex C. Y., Aue, Alexander, Hwang, Seungyong, and Lee, Thomas C. M.
- Subjects
Computer Science - Social and Information Networks ,Physics - Physics and Society ,Statistics - Methodology - Abstract
In many complex systems, networks and graphs arise in a natural manner. Often, time evolving behavior can be easily found and modeled using time-series methodology. Amongst others, two common research problems in network analysis are community detection and change-point detection. Community detection aims at finding specific sub-structures within the networks, and change-point detection tries to find the time points at which sub-structures change. We propose a novel methodology to detect both community structures and change points simultaneously based on a model selection framework in which the Minimum Description Length Principle (MDL) is utilized as minimizing objective criterion. The promising practical performance of the proposed method is illustrated via a series of numerical experiments and real data analysis.
- Published
- 2018