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Related papers: Network structure of multivariate time series

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Multilayer networks represent systems in which there are several topological levels each one representing one kind of interaction or interdependency between the systems' elements. These networks have attracted a lot of attention recently…

Physics and Society · Physics 2015-04-22 Emanuele Cozzo , Guilherme Ferraz de Arruda , Francisco A. Rodrigues , Yamir Moreno

Dynamic multilayer networks frequently represent the structure of multiple co-evolving relations; however, statistical models are not well-developed for this prevalent network type. Here, we propose a new latent space model for dynamic…

Methodology · Statistics 2021-03-25 Joshua Daniel Loyal , Yuguo Chen

Discovering frequent episodes in event sequences is an interesting data mining task. In this paper, we argue that this framework is very effective for analyzing multi-neuronal spike train data. Analyzing spike train data is an important…

Databases · Computer Science 2008-03-10 Debprakash Patnaik , P. S. Sastry , K. P. Unnikrishnan

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan

Over the last two decades, network science has greatly advanced our understanding of how the collective behaviors of a complex system emerge from the interactions among its basic units. Multiplex networks, i.e. networks with many layers,…

It is common for people to access multiple social networks, for example, using phone, email, and social media. Together, the multi-layer social interactions form a "integrated social network." How can we extend well developed knowledge…

Social and Information Networks · Computer Science 2016-09-07 Kristina Lerman , Shang-Hua Teng , Xiaoran Yan

Many complex networks, ranging from social to biological systems, exhibit structural patterns consistent with an underlying hyperbolic geometry. Revealing the dimensionality of this latent space can disentangle the structural complexity of…

Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…

Methodology · Statistics 2021-01-21 Biao Cai , Jingfei Zhang , Yongtao Guan

Multiplex networks are networks composed of multiple layers such that the number of nodes in all layers is the same and the adjacency matrices between the layers are diagonal. We consider the special class of multiplex networks where the…

Adaptation and Self-Organizing Systems · Physics 2021-06-25 Rico Berner , Volker Mehrmann , Eckehard Schöll , Serhiy Yanchuk

Latent space models are frequently used for modeling single-layer networks and include many popular special cases, such as the stochastic block model and the random dot product graph. However, they are not well-developed for more complex…

Methodology · Statistics 2021-07-09 Peter W. MacDonald , Elizaveta Levina , Ji Zhu

This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…

chao-dyn · Physics 2015-06-24 Thomas Schreiber

Network science is an interdisciplinary endeavor, with methods and applications drawn from across the natural, social, and information sciences. A prominent problem in network science is the algorithmic detection of tightly-connected groups…

Data Analysis, Statistics and Probability · Physics 2010-07-14 Peter J. Mucha , Thomas Richardson , Kevin Macon , Mason A. Porter , Jukka-Pekka Onnela

Learning the dynamics of complex systems features a large number of applications in data science. Graph-based modeling and inference underpins the most prominent family of approaches to learn complex dynamics due to their ability to capture…

Signal Processing · Electrical Eng. & Systems 2018-07-06 Luis M. Lopez-Ramos , Daniel Romero , Bakht Zaman , Baltasar Beferull-Lozano

Over the past two decades, complex network theory provided the ideal framework for investigating the intimate relationships between the topological properties characterizing the wiring of connections among a system's unitary components and…

Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…

Methodology · Statistics 2025-12-12 Chiara Boetti , Matthew A. Nunes , Marina I. Knight

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to…

Machine Learning · Statistics 2013-12-23 Mikkel N. Schmidt , Morten Mørup

In order to deal with multidimensional structure representations of real-world networks, as well as with their worst-case irreducible information content analysis, the demand for new graph abstractions increases. This article investigates…

Information Theory · Computer Science 2024-10-21 Felipe S. Abrahão , Klaus Wehmuth , Hector Zenil , Artur Ziviani

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

In many applications we are interested in making inference on latent time series from indirect measurements, which are often low-dimensional projections resulting from mixing or aggregation. Positron emission tomography, super-resolution,…

Methodology · Statistics 2011-06-13 Alexander W. Blocker , Edoardo M. Airoldi