Multiresolution Analysis and Statistical Thresholding on Dynamic Networks

Detecting structural change in dynamic network data has wide-ranging applications. Existing approaches typically divide the data into time bins, extract network features within each bin, and then compare these features over time. This introduces an inherent tradeoff between temporal resolution and statistical stability of the extracted features. Despite this tradeoff, reminiscent of time-frequency tradeoffs in signal processing, most methods rely on a fixed temporal resolution. Choosing an appropriate resolution parameter is typically difficult, and can be especially problematic in domains like cybersecurity, where anomalous behavior may emerge at multiple time scales.