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An emerging way to deal with high-dimensional non-euclidean data is to assume that the underlying structure can be captured by a graph. Recently, ideas have begun to emerge related to the analysis of time-varying graph signals. This work…
The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact results on the topological properties of the limited penetrable…
Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often…
Modeling heterogeneous correlated time series requires the ability to learn hidden dynamic relationships between component time series with possibly varying periodicities and generative processes. To address this challenge, we formulate and…
This paper considers the graph signal processing problem of anomaly detection in time series of graphs. We examine two related, complementary inference tasks: the detection of anomalous graphs within a time series, and the detection of…
In this paper we introduce the horizon visibility graph, a simple extension to the popular horizontal visibility graph representation of a time series, and show that it possesses a rigorous mathematical foundation in computational algebraic…
Community detection in graphs has many important and fundamental applications including in distributed systems, compression, image segmentation, divide-and-conquer graph algorithms such as nested dissection, document and word clustering,…
The in-depth analysis of time series has gained a lot of research interest in recent years, with the identification of periodic patterns being one important aspect. Many of the methods for identifying periodic patterns require time series'…
In machine learning, classifiers are typically susceptible to noise in the training data. In this work, we aim at reducing intra-class noise with the help of graph filtering to improve the classification performance. Considered graphs are…
Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…
The problem of finding the vertex correspondence between two noisy graphs with different number of vertices where the smaller graph is still large has many applications in social networks, neuroscience, and computer vision. We propose a…
Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…
Network processes are often represented as signals defined on the vertices of a graph. To untangle the latent structure of such signals, one can view them as outputs of linear graph filters modeling underlying network dynamics. This paper…
Estimating the time lag between two hydrogeologic time series (e.g. precipitation and water levels in an aquifer) is of significance for a hydrogeologist-modeler. In this paper, we present a method to quantify such lags by adapting the…
Monitoring complex systems results in massive multivariate time series data, and anomaly detection of these data is very important to maintain the normal operation of the systems. Despite the recent emergence of a large number of anomaly…
Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…
Graph is a fundamental mathematical structure in characterizing relations between different objects and has been widely used on various learning tasks. Most methods implicitly assume a given graph to be accurate and complete. However, real…
There have been several recent efforts towards developing representations for multivariate time-series in an unsupervised learning framework. Such representations can prove beneficial in tasks such as activity recognition, health…
Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…
In directed graphs, a cycle can be seen as a structure that allows its vertices to loop back to themselves, or as a structure that allows pairs of vertices to reach each other through distinct paths. We extend these concepts to temporal…