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In this article, we present a novel approach to multivariate probabilistic forecasting. Our approach is based on an extension of single-output quantile regression (QR) to multivariate-targets, called quantile surfaces (QS). QS uses a simple…

Applications · Statistics 2020-10-13 Maarten Bieshaar , Jens Schreiber , Stephan Vogt , André Gensler , Bernhard Sick

In recent decades, hypergraphs and their analysis through Topological Data Analysis (TDA) have emerged as powerful tools for understanding complex data structures. Various methods have been developed to construct hypergraphs -- referred to…

Machine Learning · Statistics 2025-07-22 Rémi Vaucher , Paul Minchella

Accurate multivariate time series forecasting hinges on inter-series correlations, which often evolve in complex ways across different temporal scales. Existing methods are limited in modeling these multi-scale dependencies and struggle to…

Machine Learning · Computer Science 2026-01-27 Shaoxun Wang , Xingjun Zhang , Qianyang Li , Jiawei Cao , Zhendong Tan

Finding hidden layers in complex networks is an important and a non-trivial problem in modern science. We explore the framework of quantum graphs to determine whether concealed parts of a multi-layer system exist and if so then what is…

Disordered Systems and Neural Networks · Physics 2021-10-04 Łukasz G. Gajewski , Julian Sienkiewicz , Janusz A. Hołyst

We introduce a framework for the modeling of sequential data capturing pathways of varying lengths observed in a network. Such data are important, e.g., when studying click streams in information networks, travel patterns in transportation…

Social and Information Networks · Computer Science 2017-11-20 Ingo Scholtes

Neural forecasting of spatiotemporal time series drives both research and industrial innovation in several relevant application domains. Graph neural networks (GNNs) are often the core component of the forecasting architecture. However, in…

Machine Learning · Computer Science 2023-02-21 Andrea Cini , Ivan Marisca , Filippo Maria Bianchi , Cesare Alippi

Many different classification tasks need to manage structured data, which are usually modeled as graphs. Moreover, these graphs can be dynamic, meaning that the vertices/edges of each graph may change during time. Our goal is to jointly…

Machine Learning · Computer Science 2019-08-20 Franco Manessi , Alessandro Rozza , Mario Manzo

Graphs emerge in almost every real-world application domain, ranging from online social networks all the way to health data and movie viewership patterns. Typically, such real-world graphs are big and dynamic, in the sense that they evolve…

Social and Information Networks · Computer Science 2022-10-11 Ekta Gujral

Many real-world IoT systems, which include a variety of internet-connected sensory devices, produce substantial amounts of multivariate time series data. Meanwhile, vital IoT infrastructures like smart power grids and water distribution…

Machine Learning · Computer Science 2022-01-19 Zekai Chen , Dingshuo Chen , Xiao Zhang , Zixuan Yuan , Xiuzhen Cheng

The use of quantiles to obtain insights about multivariate data is addressed. It is argued that incisive insights can be obtained by considering directional quantiles, the quantiles of projections. Directional quantile envelopes are…

Methodology · Statistics 2014-12-01 Linglong Kong , Ivan Mizera

Multi-layered networks represent a major advance in the description of natural complex systems, and their study has shed light on new physical phenomena. Despite its importance, however, the role of the temporal dimension in their structure…

Physics and Society · Physics 2017-09-07 Michele Starnini , Andrea Baronchelli , Romualdo Pastor-Satorras

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Most instruments - formalisms, concepts, and metrics - for social networks analysis fail to capture their dynamics. Typical systems exhibit different scales of dynamics, ranging from the fine-grain dynamics of interactions (which recently…

Social and Information Networks · Computer Science 2011-02-04 Nicola Santoro , Walter Quattrociocchi , Paola Flocchini , Arnaud Casteigts , Frederic Amblard

Graph generative models are highly important for sharing surrogate data and benchmarking purposes. Real-world complex systems often exhibit dynamic nature, where the interactions among nodes change over time in the form of a temporal…

Social and Information Networks · Computer Science 2023-06-21 Penghang Liu , A. Erdem Sarıyüce

Multivariate time series anomaly detection (MTAD) plays a vital role in a wide variety of real-world application domains. Over the past few years, MTAD has attracted rapidly increasing attention from both academia and industry. Many deep…

Machine Learning · Computer Science 2023-06-13 Feng Xia , Xin Chen , Shuo Yu , Mingliang Hou , Mujie Liu , Linlin You

The quest for simplification in physics drives the exploration of concise mathematical representations for complex systems. This Dissertation focuses on the concept of dimensionality reduction as a means to obtain low-dimensional…

Machine Learning · Computer Science 2024-10-31 Eslam Abdelaleem

Nowadays, the deployment of deep learning models on edge devices for addressing real-world classification problems is becoming more prevalent. Moreover, there is a growing popularity in the approach of early classification, a technique that…

Machine Learning · Computer Science 2023-06-27 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal

Graphs are commonly used in mathematics to represent some relationships between items. However, as simple objects, they sometimes fail to capture all relevant aspects of real-world data. To address this problem, we generalize them and model…

Social and Information Networks · Computer Science 2019-10-04 Pimprenelle Parmentier , Tiphaine Viard , Benjamin Renoust , Jean-François Baffier

Multilayer network is a potent platform which paves a way to study the interactions among entities in various networks with multiple types of relationships. In this study, the dynamics of discrete-time quantum walk on a multilayer network…

Quantum Physics · Physics 2023-10-05 M. N. Jayakody , Priodyuti Pradhan , Dana Ben Porath , E. Cohen

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura
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