×

Phase II monitoring of autocorrelated attributed social networks based on generalized estimating equations. (English) Zbl 07713877

Summary: Social network monitoring has attracted the attention of many researchers in the area of statistical process monitoring. It is essential to consider the categorical attributes of communications between people in the modeling of social networks. Social network communications with categorical attributes can be summarized in contingency tables and it is more realistic to work with the communications as time-dependent variables. In the present study, since the autocorrelation between social networks can significantly alter the statistical performance of different monitoring approaches, generalized estimating equations are used to estimate model parameters considering autocorrelation between social networks. Moreover, two control charts, Hotelling’s \(T^2\) and the multivariate exponentially weighted moving average, are developed to monitor model parameters in Phase II. The performance of the proposed method is evaluated through simulation studies in terms of the average run length criterion. Finally, the application of the proposed method is shown through a numerical example and a real case

MSC:

62-XX Statistics

Software:

geepack
Full Text: DOI

References:

[1] Agresti, A., Categorical data analysis (2013), Hoboken, NJ: John Wiley & Sons, Hoboken, NJ · Zbl 1281.62022
[2] Amiri, A.; Mogouie, H.; Doroudyan, M. H., Multi-objective economic-statistical design of MEWMA control chart, International Journal of Productivity and Quality Management, 11, 2, 131-49 (2013) · doi:10.1504/IJPQM.2013.052021
[3] Azarnoush, B.; Paynabar, K.; Bekki, J.; Runger, G., Monitoring temporal homogeneity in attributed network streams, Journal of Quality Technology, 48, 1, 28-43 (2016) · doi:10.1080/00224065.2016.11918149
[4] Castro, M.; Paleti, R.; Bhat, C. R., A latent variable representation of count data models to accommodate spatial and temporal dependence: Application to predicting crash frequency at intersections, Transportation Research Part B: Methodological, 46, 1, 253-72 (2012) · doi:10.1016/j.trb.2011.09.007
[5] Cheng, A.; Dickinson, P., Using scan-statistical correlations for network change analysis (2013)
[6] Ferland, R.; Latour, A.; Oraichi, D., Integer‐valued GARCH process, Journal of Time Series Analysis, 27, 6, 923-42 (2006) · Zbl 1150.62046 · doi:10.1111/j.1467-9892.2006.00496.x
[7] Fokianos, K.; Rahbek, A.; Tjøstheim, D., Poisson autoregression, Journal of the American Statistical Association, 104, 488, 1430-39 (2009) · Zbl 1205.62130 · doi:10.1198/jasa.2009.tm08270
[8] Fokianos, K.; Tjøstheim, D., Nonlinear Poisson autoregression, Annals of the Institute of Statistical Mathematics, 64, 6, 1205-25 (2012) · Zbl 1253.62058 · doi:10.1007/s10463-012-0351-3
[9] Fotuhi, H.; Amiri, A.; Maleki, M. R., Phase I monitoring of social networks based on Poisson regression profiles, Quality and Reliability Engineering International, 34, 4, 572-88 (2018) · doi:10.1002/qre.2273
[10] Fotuhi, H.; Amiri, A.; Taheriyoun, A. R., A novel approach based on multiple correspondence analysis for monitoring social networks with categorical attributed data, Journal of Statistical Computation and Simulation, 89, 16, 3137-28 (2019) · Zbl 07193887 · doi:10.1080/00949655.2019.1657429
[11] Gahrooei, M. R.; Paynabar, K., Change detection in a dynamic stream of attributed networks, Journal of Quality Technology, 50, 4, 418-30 (2018) · doi:10.1080/00224065.2018.1507558
[12] Giuffrè, O.; Granà, A.; Giuffrè, T.; Marino, R., Accounting for dispersion and correlation in estimating safety performance functions. An overview starting from a case study, Modern Applied Science, 7, 2, 11 (2013) · doi:10.5539/mas.v7n2p11
[13] Goswami, S.; Wegman, E. J., Detection of excessive activities in time series of graphs, Journal of Applied Statistics, 47, 1, 176-200 (2020) · Zbl 1521.62337 · doi:10.1080/02664763.2019.1634680
[14] Halekoh, U.; Højsgaard, S.; Yan, J., The R package geepack for generalized estimating equations, Journal of Statistical Software, 15, 2, 1-11 (2006) · doi:10.18637/jss.v015.i02
[15] Hossain, L.; Hamra, J.; Wigand, R. T.; Carlsson, S., Exponential random graph modeling of emergency collaboration networks, Knowledge-Based Systems, 77, 68-79 (2015) · doi:10.1016/j.knosys.2014.12.029
[16] Kamranrad, R.; Amiri, A.; Niaki, S. T. A., Phase-II monitoring and diagnosing of multivariate categorical processes using generalized linear test-based control charts, Communications in Statistics - Simulation and Computation, 46, 8, 5951-80 (2017) · Zbl 1388.62383 · doi:10.1080/03610918.2016.1186186
[17] Komolafe, T.; Quevedo, A. V.; Sengupta, S.; Woodall, W. H., Statistical evaluation of spectral methods for anomaly detection in static networks, Network Science, 7, 3, 319-52 (2019) · doi:10.101/nws.2019.14
[18] Lee, Y.; Nelder, J. A., Hierarchical generalized linear models, Journal of the Royal Statistical Society: Series B (Methodological), 58, 4, 619-78 (1996) · Zbl 0880.62076 · doi:10.1111/j.2517-6161.1996.tb02105.x
[19] Lee, Y.; Nelder, J. A., Modelling and analysing correlated non-normal data, Statistical Modelling, 1, 1, 3-16 (2001) · Zbl 1004.62080 · doi:10.1177/1471082X0100100102
[20] Liang, K. Y.; Zeger, S. L., Longitudinal data analysis using generalized linear models, Biometrika, 73, 1, 13-22 (1986) · Zbl 0595.62110 · doi:10.1093/biomet/73.1.13
[21] Lipsitz, S.; Fitzmaurice, G.; Sinha, D.; Hevelone, N.; Hu, J.; Nguyen, L. L., One-step generalized estimating equations with large cluster sizes, Journal of Computational and Graphical Statistics : A Joint Publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America, 26, 3, 734-37 (2017) · doi:10.1080/10618600.2017.1321552
[22] Lowry, C. A.; Woodall, W. H.; Champ, C. W.; Rigdon, S. E., A multivariate exponentially weighted moving average control chart, Technometrics, 34, 1, 46-53 (1992) · Zbl 0761.62144 · doi:10.2307/1269551
[23] Maleki, M.; Amiri, A.; Taheriyoun, A.; Castagliola, P., Phase I monitoring and change point estimation of autocorrelated poisson regression profiles, Communications in Statistics - Theory and Methods, 47, 24, 5885-903 (2018) · Zbl 1508.62301 · doi:10.1080/03610926.2017.1402052
[24] McCulloh, I., Carley, K., and Webb, M.. 2007. Social network monitoring of Al-Qaeda. Network Science 1:25-30.
[25] Méndez, Á. G.; Izquierdo, F. A.; Ramírez, B. A., Evolution of the crashworthiness and aggressivity of the Spanish car fleet, Accident Analysis & Prevention, 42, 6, 1621-31 (2010) · doi:10.1016/j.aap.2010.03.020
[26] Mogouie, H.; Raissi Ardali, G. A.; Bahrami Samani, E.; Amiri, A., Statistical monitoring of binary response attributed social networks considering random effects, Communications in Statistics - Simulation and Computation (2019) · Zbl 1524.91072 · doi:10.1080/03610918.2019.1661471
[27] Mogouie, H.; Raissi Ardali, G. A.; Amiri, A.; Bahrami Samani, E., Monitoring attributed social networks based on count data and random effects, Scientia Iranica (2020) · doi:10.24200/sci.2020.50951.1933
[28] Neumann, M. H., Absolute regularity and ergodicity of Poisson count processes, Bernoulli, 17, 4, 1268-84 (2011) · Zbl 1277.60089 · doi:10.3150/10-BEJ313
[29] Noorossana, R.; Izadbakhsh, H., Profile monitoring for multinomial responses, International Journal of Industrial Engineering & Production Management, 23, 4, 417-29 (2013)
[30] Peng, Y.; Boyle, L. N.; Hallmark, S. L., Driver’s lane keeping ability with eyes off road: Insights from a naturalistic study, Accident; Analysis and Prevention, 50, 628-34 (2013) · doi:10.1016/j.aap.2012.06.013
[31] Saghaei, A.; Rezazadeh-Saghaei, M.; Noorossana, R.; Dorri, M., Phase II logistic profile monitoring, International Journal of Industrial Engineering & Production Research, 23, 4, 291-99 (2012)
[32] Saleh, N. A.; Zwetsloot, I. M.; Mahmoud, M. A.; Woodall, W. H., CUSUM charts with controlled conditional performance under estimated parameters, Quality Engineering, 28, 4, 402-15 (2016) · doi:10.1080/08982112.2016.1144072
[33] Salmasnia, A.; Mohabbati, M.; Namdar, M., Change point detection in social networks using a multivariate exponentially weighted moving average chart, Journal of Information Science, 46, 6, 790-809 (2020) · doi:10.1177/0165551519863351
[34] Savage, D.; Zhang, X.; Yu, X.; Chou, P.; Wang, Q., Anomaly detection in online social networks, Social Networks, 39, 62-70 (2014) · doi:10.1016/j.socnet.2014.05.002
[35] Sewell, D. K.; Chen, Y., Latent space models for dynamic networks, Journal of the American Statistical Association, 110, 512, 1646-57 (2015) · Zbl 1373.62580 · doi:10.1080/01621459.2014.988214
[36] Sharifnia, S. G.; Saghaei, A., A statistical approach for social network change detection: An ERGM based framework, Communications in Statistics - Theory and Methods (2020) · Zbl 07897031 · doi:10.1080/03610926.2020.1772981
[37] Soleymanian, M. E.; Khedmati, M.; Mahlooji, H., Phase II monitoring of binary response profiles, Scientia Iranica. Transactions E, Industrial Engineering, 20, 6, 2238-46 (2013)
[38] Sparks, R., Detecting periods of significant increased communication levels for subgroups of targeted individuals, Quality and Reliability Engineering International, 32, 5, 1871-88 (2016) · doi:10.1002/qre.1919
[39] Taheri, Z.; Esmaeeli, H.; Doroudyan, M. H., Monitoring autoregressive binary social networks based on likelihood statistics, Computers & Industrial Engineering, 149, 106721 (2020) · doi:10.1016/j.cie.2020.106721
[40] Wang, M., Generalized estimating equations in longitudinal data analysis: A review and recent developments, Advances in Statistics, 2014, 1-11 (2014) · doi:10.1155/2014/303728
[41] Wang, J.; Xie, M., Modeling and monitoring unweighted networks with directed interactions, IISE Transactions, 53, 1, 116-30 (2021) · doi:10.1080/24725854.2020.1762141
[42] Wedderburn, R. W. M., Quasi-likelihood functions, generalized linear models, and the Gauss—Newton method, Biometrika, 61, 3, 439-47 (1974) · Zbl 0292.62050
[43] Weiß, C. H., The INARCH (1) model for overdispersed time series of counts, Communications in Statistics - Simulation and Computation, 39, 6, 1269-91 (2010) · Zbl 1204.62161 · doi:10.1080/03610918.2010.490317
[44] Woodall, W. H.; Zhao, M. J.; Paynabar, K.; Sparks, R.; Wilson, J. D., An overview and perspective on social network monitoring, IISE Transactions, 49, 3, 354-65 (2017) · doi:10.1080/0740817X.2016.1213468
[45] Yan, X., Bayesian model selection of stochastic block models (2016)
[46] Yeh, A. B.; Huwang, L.; Li, Y.-M., Profile monitoring for a binary response, IIE Transactions, 41, 11, 931-41 (2009) · doi:10.1080/07408170902735400
[47] Zhu, F., Modeling time series of counts with COM-Poisson INGARCH models, Mathematical and Computer Modelling, 56, 9-10, 191-203 (2012) · Zbl 1255.91373 · doi:10.1016/j.mcm.2011.11.069
[48] Zhu, F.; Wang, D., Diagnostic checking integer-valued ARCH \((####)\) models using conditional residual autocorrelations, Computational Statistics & Data Analysis, 54, 2, 496-508 (2010) · Zbl 1464.62200 · doi:10.1016/j.csda.2009.09.019
[49] Zhu, F.; Wang, D., Estimation and testing for a Poisson autoregressive model, Metrika, 73, 2, 211-30 (2011) · Zbl 1206.62155 · doi:10.1007/s00184-009-0274-z
[50] Ziegler, A.; Kastner, C.; Blettner, M., The generalised estimating equations: An annotated bibliography, Biometrical Journal, 40, 2, 115-39 (1998) · Zbl 0902.62083 · doi:10.1002/(SICI)1521-4036(199806)40:2<115::AID-BIMJ115>3.0.CO;2-6
[51] Zhou, P.; Lin, D. K.; Niu, X.; He, Z., Monitoring binary networks for anomalous communication patterns based on the structural statistics, Computers & Industrial Engineering, 144, 106451 (2020) · doi:10.1016/j.cie.2020.:
[52] Zou, N.; Li, J., Modeling and change detection of dynamic network data by a network state space model, IISE Transactions, 49, 1, 45-57 (2017) · doi:10.1080/0740817X.2016.1198065
[53] Zou, Y.; Zhang, Y.; Lord, D., Analyzing different functional forms of the varying weight parameter for finite mixture of negative binomial regression models, Analytic Methods in Accident Research, 1, 39-52 (2014) · doi:10.1016/j.amar.2013.11.001
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.