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Publication Detail

Title: Change Point Detection in Correlation Networks.

Authors: Barnett, Ian; Onnela, Jukka-Pekka

Published In Sci Rep, (2016 Jan 07)

Abstract: Many systems of interacting elements can be conceptualized as networks, where network nodes represent the elements and network ties represent interactions between the elements. In systems where the underlying network evolves, it is useful to determine the points in time where the network structure changes significantly as these may correspond to functional change points. We propose a method for detecting change points in correlation networks that, unlike previous change point detection methods designed for time series data, requires minimal distributional assumptions. We investigate the difficulty of change point detection near the boundaries of the time series in correlation networks and study the power of our method and competing methods through simulation. We also show the generalizable nature of the method by applying it to stock price data as well as fMRI data.

PubMed ID: 26739105 Exiting the NIEHS site

MeSH Terms: Algorithms; Computer Simulation*; Humans; Magnetic Resonance Imaging; Models, Economic; Nerve Net

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