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Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for…

Machine Learning · Computer Science 2024-12-30 Yanna Ding , Zijie Huang , Malik Magdon-Ismail , Jianxi Gao

Networks provide a powerful formalism for modeling complex systems by using a model of pairwise interactions. But much of the structure within these systems involves interactions that take place among more than two nodes at once; for…

Social and Information Networks · Computer Science 2018-12-13 Austin R. Benson , Rediet Abebe , Michael T. Schaub , Ali Jadbabaie , Jon Kleinberg

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes,…

Data Analysis, Statistics and Probability · Physics 2013-05-23 Ben D. Fulcher , Max A. Little , Nick S. Jones

Networks are a fundamental model of complex systems throughout the sciences, and network datasets are typically analyzed through lower-order connectivity patterns described at the level of individual nodes and edges. However, higher-order…

Social and Information Networks · Computer Science 2018-02-21 Austin R. Benson

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

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts…

Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often…

Social and Information Networks · Computer Science 2026-02-03 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…

Computational Geometry · Computer Science 2025-05-20 Simon Schindler , Elias Steffen Reich , Saverio Messineo , Simon Hoher , Stefan Huber

Time series are ubiquitous in our data rich world. In what follows I will describe how ideas from dynamical systems and topological data analysis can be combined to gain insights from time-varying data. We will see several applications to…

Algebraic Topology · Mathematics 2018-12-14 Jose A. Perea

Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…

Machine Learning · Statistics 2024-06-26 Carles Balsells-Rodas , Yixin Wang , Pedro A. M. Mediano , Yingzhen Li

Recent studies have investigated various dynamic processes characterizing collective behaviors in real-world systems. However, these dynamics have been studied individually in specific contexts. In this article, we present a holistic…

Applied Physics · Physics 2025-01-28 Ming Xie , Shibo He , Aming Li , Zike Zhang , Youxian Sun , Jiming Chen

We introduce time-ordered multibody interactions to describe complex systems manifesting temporal as well as multibody dependencies. First, we show how the dynamics of multivariate Markov chains can be decomposed in ensembles of…

Physics and Society · Physics 2023-10-17 Unai Alvarez-Rodriguez , Luka V. Petrović , Ingo Scholtes

Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the…

Physics and Society · Physics 2017-01-30 Vsevolod Salnikov , Michael T. Schaub , Renaud Lambiotte

Empirical complex systems can be characterized not only by pairwise interactions, but also by higher-order (group) interactions influencing collective phenomena, from metabolic reactions to epidemics. Nevertheless, higher-order networks'…

Physics and Society · Physics 2026-01-01 Maxime Lucas , Luca Gallo , Arsham Ghavasieh , Federico Battiston , Manlio De Domenico

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

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…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Nicolas Boullé , Vassilios Dallas , Yuji Nakatsukasa , D. Samaddar

Battiston et al. (arXiv:2110.06023) provide a comprehensive overview of how investigations of complex systems should take into account interactions between more than two elements, which can be modelled by hypergraphs and studied via…

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