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Related papers: Network structure of multivariate time series

200 papers

The study of networks plays a crucial role in investigating the structure, dynamics, and function of a wide variety of complex systems in myriad disciplines. Despite the success of traditional network analysis, standard networks provide a…

Physics and Society · Physics 2017-04-05 Manlio De Domenico , Clara Granell , Mason A. Porter , Alex Arenas

Multiplex networks describe a large variety of complex systems, whose elements (nodes) can be connected by different types of interactions forming different layers (networks) of the multiplex. Multiplex networks include social networks,…

Physics and Society · Physics 2015-10-29 Jacopo Iacovacci , Zhihao Wu , Ginestra Bianconi

A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension of the time series is large compared to their length,…

Statistics Theory · Mathematics 2018-10-29 Mark Fiecas , Chenlei Leng , Weidong Liu , Yi Yu

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Small disturbances can trigger functional breakdowns in complex systems. A challenging task is to infer the structural cause of a disturbance in a networked system, soon enough to prevent a catastrophe. We present a graph neural network…

Physics and Society · Physics 2020-06-11 Edward Laurence , Charles Murphy , Guillaume St-Onge , Xavier Roy-Pomerleau , Vincent Thibeault

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…

Chaotic Dynamics · Physics 2015-06-24 Elizabeth Bradley , Holger Kantz

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Time series data analysis is a critical component in various domains such as finance, healthcare, and meteorology. Despite the progress in deep learning for time series analysis, there remains a challenge in addressing the non-stationary…

Machine Learning · Computer Science 2025-09-12 Han Yu , Peikun Guo , Akane Sano

This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the…

Machine Learning · Statistics 2018-09-20 S. Rao Jammalamadaka , Jinwen Qiu , Ning Ning

Many natural, engineered, and social systems can be represented using the framework of a layered network, where each layer captures a different type of interaction between the same set of nodes. The study of such multiplex networks is a…

Physics and Society · Physics 2020-05-12 Haochen Wu , Ryan G. James , James P. Crutchfield , Raissa M. D'Souza

For the last years, time-series mining has become a challenging issue for researchers. An important application lies in most monitoring purposes, which require analyzing large sets of time-series for learning usual patterns. Any deviation…

Machine Learning · Computer Science 2007-05-23 Florence Duchene , Catherine Garbay , Vincent Rialle

Modern social networks frequently encompass multiple distinct types of connectivity information; for instance, explicitly acknowledged friend relationships might complement behavioral measures that link users according to their actions or…

Social and Information Networks · Computer Science 2015-06-17 Brandon Oselio , Alex Kulesza , Alfred O. Hero

Changes in the timescales at which complex systems evolve are essential to predicting critical transitions and catastrophic failures. Disentangling the timescales of the dynamics governing complex systems remains a key challenge. With this…

Methodology · Statistics 2024-03-11 Giona Casiraghi , Georges Andres

The study of the interplay between the structure and dynamics of complex multilevel systems is a pressing challenge nowadays. In this paper, we use a semi-annealed approximation to study the stability properties of Random Boolean Networks…

Physics and Society · Physics 2012-10-31 Emanuele Cozzo , Alex Arenas , Yamir Moreno

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

We propose a multi-phase approach to explore network structures. In this method, structure analysis is not carried out on the observed network directly. Instead, certain similarity measures of the nodes are derived from the network firstly,…

Physics and Society · Physics 2009-07-03 Xiaofeng Gong , Shuguang Guan , C. -H. Lai

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…

Statistical Finance · Quantitative Finance 2014-01-08 Chih-Hao Lin , Chia-Seng Chang , Sai-Ping Li

Physical dynamic networks most commonly consist of interconnections of physical components that can be described by diffusive couplings. These diffusive couplings imply that the cause-effect relationships in the interconnections are…

Systems and Control · Electrical Eng. & Systems 2026-04-17 E. M. M. , Kivits , Paul M. J. Van den Hof