An important problem in network analysis is the online detection of anomalous behaviour. In this paper, we introduce a network surveillance method bringing together network modelling and statistical process control. Our approach is to apply multivariate control charts based on exponential smoothing and cumulative sums in order to monitor networks generated by temporal exponential random graph models (TERGM). The latter allows us to account for temporal dependence while simultaneously reducing the number of parameters to be monitored. The performance of the considered charts is evaluated by calculating the average run length and the conditional expected delay for both simulated and real data. To justify the decision of using the TERGM to describe network data, some measures of goodness of fit are inspected. We demonstrate the effectiveness of the proposed approach by an empirical application, monitoring daily flights in the United States to detect anomalous patterns.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.