Related papers: Tracking Dynamical Transitions using Link Density …
Anticipating bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. Before the annihilation of a system's equilibrium point by means of a bifurcation, the…
Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…
Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…
This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…
Reinforcement learning (RL) agents typically assume stationary environment dynamics. Yet in real-world applications such as healthcare, robotics, and finance, transition probabilities or reward functions may evolve, leading to model drift.…
In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…
The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…
Deep learning models achieve state-of-the-art performance across domains but face scalability challenges in real-time or resource-constrained scenarios. To address this, we propose Correlation of Loss Differences (CLD), a simple and…
In this study, we present a method for classifying dynamical systems using a hybrid approach involving recurrence plots and a convolution neural network (CNN). This is performed by obtaining the recurrence matrix of a time series generated…
The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…
We study the maximum mean discrepancy (MMD) in the context of critical transitions modelled by fast-slow stochastic dynamical systems. We establish a new link between the dynamical theory of critical transitions with the statistical aspects…
Detecting structure in noisy time series is a difficult task. One intuitive feature is the notion of trend. From theoretical hints and using simulated time series, we empirically investigate the efficiency of standard recurrent neural…
Feedback dynamic routing is a commonly used control strategy in transportation systems. This class of control strategies relies on real-time information about the traffic state in each link. However, such information may not always be…
Many systems of interacting elements can be conceptualized as networks, where network nodes represent the elements and network ties represent interactions between the elements. In systems where the underlying network evolves in time, it is…
In this paper, we tackle a challenging problem inherent in a series of applications: tracking the influential nodes in dynamic networks. Specifically, we model a dynamic network as a stream of edge weight updates. This general model…
Dynamic Link Prediction (DLP) addresses the prediction of future links in evolving networks. However, accurately portraying the performance of DLP algorithms poses challenges that might impede progress in the field. Importantly, common…
High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…
This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…
We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of…
This work is dedicated to the topological analysis of complex transitional networks for dynamic state detection. Transitional networks are formed from time series data and they leverage graph theory tools to reveal information about the…