Offline detection of change-points in the mean for stationary graph signals
This work addresses change-point detection for stationary graph signals, which is an incremental improvement for applications in network data analysis.
The paper tackles the problem of segmenting streams of graph signals by detecting changes in their mean, proposing an offline method that exploits sparsity in the spectral domain and automatically determines the number of change-points, with numerical experiments demonstrating its performance.
This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of a multivariate signal defined over the nodes of a known graph. We propose an offline method that relies on the concept of graph signal stationarity and allows the convenient translation of the problem from the original vertex domain to the spectral domain (Graph Fourier Transform), where it is much easier to solve. Although the obtained spectral representation is sparse in real applications, to the best of our knowledge this property has not been sufficiently exploited in the existing related literature. Our change-point detection method adopts a model selection approach that takes into account the sparsity of the spectral representation and determines automatically the number of change-points. Our detector comes with a proof of a non-asymptotic oracle inequality. Numerical experiments demonstrate the performance of the proposed method.