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Statistical physics of complex systems exploits network theory not only to model, but also to effectively extract information from many dynamical real-world systems. A pivotal case of study is given by financial systems: market prediction…

Risk Management · Quantitative Finance 2017-10-31 Matteo Serafino , Andrea Gabrielli , Guido Caldarelli , Giulio Cimini

In an era of unprecedented deluge of (mostly unstructured) data, graphs are proving more and more useful, across the sciences, as a flexible abstraction to capture complex relationships between complex objects. One of the main challenges…

Disordered Systems and Neural Networks · Physics 2016-10-17 Alaa Saade

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…

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…

Machine Learning · Computer Science 2021-06-15 Ailin Deng , Bryan Hooi

Given partial measurements of a time-varying graph signal, we propose an algorithm to simultaneously estimate both the underlying graph topology and the missing measurements. The proposed algorithm operates by training an interpretable…

Signal Processing · Electrical Eng. & Systems 2024-07-17 Subbareddy Batreddy , Pushkal Mishra , Yaswanth Kakarla , Aditya Siripuram

Signal processing on graphs has received a lot of attention in the recent years. A lot of techniques have arised, inspired by classical signal processing ones, to allow studying signals on any kind of graph. A common aspect of these…

Information Theory · Computer Science 2016-05-18 Bastien Pasdeloup , Michael Rabbat , Vincent Gripon , Dominique Pastor , Grégoire Mercier

Time series clustering poses a significant challenge with diverse applications across domains. A prominent drawback of existing solutions lies in their limited interpretability, often confined to presenting users with centroids. In…

Machine Learning · Computer Science 2025-02-19 Paul Boniol , Donato Tiano , Angela Bonifati , Themis Palpanas

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Statistical Finance · Quantitative Finance 2023-05-16 Sheng Xiang , Dawei Cheng , Chencheng Shang , Ying Zhang , Yuqi Liang

Sequences of correlated binary patterns can represent many time-series data including text, movies, and biological signals. These patterns may be described by weighted combinations of a few dominant structures that underpin specific…

Machine Learning · Statistics 2019-03-29 Jimmy Gaudreault , Arunabh Saxena , Hideaki Shimazaki

We present a novel methodology to jointly perform multi-task learning and infer intrinsic relationship among tasks by an interpretable and sparse graph. Unlike existing multi-task learning methodologies, the graph structure is not assumed…

Machine Learning · Computer Science 2020-09-15 Shujian Yu , Francesco Alesiani , Ammar Shaker , Wenzhe Yin

The representation of graphs is commonly based on the adjacency matrix concept. This formulation is the foundation of most algebraic and computational approaches to graph processing. The advent of deep learning language models offers a wide…

Artificial Intelligence · Computer Science 2025-12-16 Ezequiel Lopez-Rubio

The vast amounts of data used in social, business or traffic networks, biology and other natural sciences are often managed in graph-based data sets, consisting of a few thousand up to billions and trillions of vertices and edges,…

Databases · Computer Science 2021-10-22 Matthias Hauck , Ismail Oukid , Holger Fröning

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the…

Machine Learning · Computer Science 2024-08-12 Ming Jin , Huan Yee Koh , Qingsong Wen , Daniele Zambon , Cesare Alippi , Geoffrey I. Webb , Irwin King , Shirui Pan

Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range of tools and techniques for time series analysis already exist, the increasing…

Physics and Society · Physics 2015-10-27 Lucas Lacasa , Vincenzo Nicosia , Vito Latora

We consider asynchronous message-passing systems in which some links are timely and processes may crash. Each run defines a timeliness graph among correct processes: (p; q) is an edge of the timeliness graph if the link from p to q is…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-18 Carole Delporte-Gallet , Stéphane Devismes , Hugues Fauconnier , Mikel Larrea

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…

Methodology · Statistics 2024-01-29 Ruixuan Zhao , Haoran Zhang , Junhui Wang

In this work, we present a new approach for constructing models for correlation matrices with a user-defined graphical structure. The graphical structure makes correlation matrices interpretable and avoids the quadratic increase of…

Graph neural networks trained to predict observable dynamics can be used to decompose the temporal activity of complex heterogeneous systems into simple, interpretable representations. Here we apply this framework to simulated neural…

Neurons and Cognition · Quantitative Biology 2026-02-17 Cédric Allier , Larissa Heinrich , Magdalena Schneider , Stephan Saalfeld

Temporal graphs represent graph evolution over time, and have been receiving considerable research attention. Work on expressing temporal graph patterns or discovering temporal motifs typically assumes relatively simple temporal…

Databases · Computer Science 2022-05-31 Amir Pouya Aghasadeghi , Jan Van den Bussche , Julia Stoyanovich

Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…

Machine Learning · Computer Science 2021-06-16 Michael Franklin Mbouopda , Engelbert Mephu Nguifo