Related papers: Characterizing stochastic time series with ordinal…
We report about probabilistic likelihood estimates that are performed on time series using an echo state network with orthogonal recurrent connectivity. The results from tests using synthetic stochastic input time series with temporal…
Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…
Detecting anomalies from a series of temporal networks has many applications, including road accidents in transport networks and suspicious events in social networks. While there are many methods for network anomaly detection, statistical…
Ordinal Patterns are a time-series data analysis tool used as a preliminary step to construct the Permutation Entropy which itself allows the same characterization of dynamics as chaotic or regular as more theoretical constructs such as the…
We apply several machine learning algorithms to the problem of anomaly detection in operational data for large-scale, high-voltage electric power grids. We observe important differences in the performance of the algorithms. Neural networks…
We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…
We use standard deep neural networks to classify univariate time series generated by discrete and continuous dynamical systems based on their chaotic or non-chaotic behaviour. Our approach to circumvent the lack of precise models for some…
We present an analytical framework that allows the quantitative study of statistical dynamic properties of networks with adaptive nodes that have memory and is used to examine the emergence of oscillations in networks with response…
Adaptive-network models are typically studied using deterministic differential equations which approximately describe their dynamics. In simulations, however, the discrete nature of the network gives rise to intrinsic noise which can…
In this paper, the class of random irregular block-hierarchical networks is defined and algorithms for generation and calculation of network properties are described. The algorithms presented for this class of networks are more efficient…
The recent exploitation of natural resources and associated waste water injection in the subsurface have induced many small and moderate earthquakes in the tectonically quiet Central United States. This increase in seismic activity has…
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…
Topological data analysis has recently been applied to the study of dynamic networks. In this context, an algorithm was introduced and helps, among other things, to detect early warning signals of abnormal changes in the dynamic network…
This article investigates emergence and complexity in complex systems that can share information on a network. To this end, we use a theoretical approach from information theory, computability theory, and complex networks. One key studied…
Complex networks are the subject of fundamental interest from the scientific community at large. Several metrics have been introduced to characterize the structure of these networks, such as the degree distribution, degree correlation, path…
Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…
Nodes can be ranked according to their relative importance within the network. Ranking algorithms based on random walks are particularly useful because they connect topological and diffusive properties of the network. Previous methods based…
Novel method of reconstructing dynamical networks from empirically measured time series is proposed. By examining the variable--derivative correlation of network node pairs, we derive a simple equation that directly yields the adjacency…
Since Bandt and Pompe's seminal work, permutation entropy has been used in several applications and is now an essential tool for time series analysis. Beyond becoming a popular and successful technique, permutation entropy inspired a…
We propose a robust and computationally efficient algorithm to generically construct first return maps of dynamical systems from time series without the need for embedding. Typically, a first return map is constructed using a heuristic…