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A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be…

Chaotic Dynamics · Physics 2016-01-20 DJ Albers , George Hripcsak

Recent advances in data collection and storage have allowed both researchers and industry alike to collect data in real time. Much of this data comes in the form of 'events', or timestamped interactions, such as email and social media…

Social and Information Networks · Computer Science 2019-08-29 Andrew Mellor

A network of delay-coupled logistic maps exhibits two different synchronization regimes, depending on the distribution of the coupling delay times. When the delays are homogeneous throughout the network, the network synchronizes to a…

Adaptation and Self-Organizing Systems · Physics 2011-05-31 Cristina Masoller , Fatihcan M. Atay

Community structure exists in many real-world networks and has been reported being related to several functional properties of the networks. The conventional approach was partitioning nodes into communities, while some recent studies start…

Physics and Society · Physics 2011-08-15 Youngdo Kim , Hawoong Jeong

We propose a novel two-stage framework to detect lead-lag relationships in the Chinese A-share market. First, long-term coupling between stocks is measured via daily data using correlation, dynamic time warping, and rank-based metrics.…

Computational Finance · Quantitative Finance 2025-06-25 Jianyong Fang , Sitong Wu , Junfan Tong

Most complex systems can be captured by graphs or networks. Networks connect nodes (e.g.\ neurons) through edges (synapses), thus summarizing the system's structure. A popular way of interrogating graphs is community detection, which…

Physics and Society · Physics 2024-09-23 Luis F Seoane

We study the synchronization of a linear array of globally coupled identical logistic maps. We consider a time-delayed coupling that takes into account the finite velocity of propagation of the interactions. We find globally synchronized…

Chaotic Dynamics · Physics 2016-08-16 A. C. Martí , C. Masoller

Network structures underlie the dynamics of many complex phenomena, from gene regulation and foodwebs to power grids and social media. Yet, as they often cannot be observed directly, their connectivities must be inferred from observations…

Machine Learning · Computer Science 2023-11-02 Thomas Gaskin , Grigorios A. Pavliotis , Mark Girolami

Merge trees, a type of topological descriptor, serve to identify and summarize the topological characteristics associated with scalar fields. They present a great potential for the analysis and visualization of time-varying data. First,…

Human-Computer Interaction · Computer Science 2021-08-02 Lin Yan , Talha Bin Masood , Farhan Rasheed , Ingrid Hotz , Bei Wang

The statistical mechanical approach to complex networks is the dominant paradigm in describing natural and societal complex systems. The study of network properties, and their implications on dynamical processes, mostly focus on locally…

Statistical Mechanics · Physics 2013-06-27 Giovanni Petri , Martina Scolamiero , Irene Donato , Francesco Vaccarino

We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex data sets. In particular, we consider multiplex networks made of four layers corresponding respectively to linear,…

Physics and Society · Physics 2016-06-16 Nicoló Musmeci , Vincenzo Nicosia , Tomaso Aste , Tiziana Di Matteo , Vito Latora

In this paper we develop a novel hidden Markov graphical model to investigate time-varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and…

Methodology · Statistics 2024-12-06 Beatrice Foroni , Luca Merlo , Lea Petrella

With a core-periphery structure of networks, core nodes are densely interconnected, peripheral nodes are connected to core nodes to different extents, and peripheral nodes are sparsely interconnected. Core-periphery structure composed of a…

Physics and Society · Physics 2017-11-23 Sadamori Kojaku , Naoki Masuda

Pairwise temporal interactions between entities can be represented as temporal networks, which code the propagation of processes such as epidemic spreading or information cascades, evolving on top of them. The largest outcome of these…

Social and Information Networks · Computer Science 2023-07-12 Rémi Vaudaine , Pierre Borgnat , Paulo Goncalves , Rémi Gribonval , Márton Karsai

Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…

Machine Learning · Statistics 2014-02-06 Scott W. Linderman , Ryan P. Adams

In this paper, we analyze the two-node joint clock synchronization and ranging problem. We focus on the case of nodes that employ time-to-digital converters to determine the range between them precisely. This specific design choice leads to…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Pol del Aguila Pla , Lissy Pellaco , Satyam Dwivedi , Peter Händel , Joakim Jaldén

We propose and study a set of algorithms for discovering community structure in networks -- natural divisions of network nodes into densely connected subgroups. Our algorithms all share two definitive features: first, they involve iterative…

Statistical Mechanics · Physics 2009-11-10 M. E. J. Newman , M. Girvan

From many datasets gathered in online social networks, well defined community structures have been observed. A large number of users participate in these networks and the size of the resulting graphs poses computational challenges. There is…

Social and Information Networks · Computer Science 2014-01-15 Alexander V. Mantzaris

We analyze a distributed algorithm for estimation of scalar parameters belonging to nodes in a mobile network from noisy relative measurements. The motivation comes from the problem of clock skew and offset estimation for the purpose of…

Systems and Control · Computer Science 2013-02-20 Chenda Liao , Prabir Barooah

Extensive monitoring systems generate data that is usually compressed for network transmission. This compressed data might then be processed in the cloud for tasks such as anomaly detection. However, compression can potentially impair the…

Signal Processing · Electrical Eng. & Systems 2025-09-30 Andriy Enttsel , Alex Marchioni , Andrea Zanellini , Mauro Mangia , Gianluca Setti , Riccardo Rovatti
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