Predicting the future of Graph-supported Time Series (GTS) is a key challenge in many domains, such as climate monitoring, finance or neuroimaging. Yet it is a highly difficult problem as it requires to account jointly for time and graph (spatial) dependencies. To simplify this process, it is common to use a two-step procedure in which spatial and time dependencies are dealt with separately. In this paper, we are interested in comparing various linear spatial representations, namely structure-based ones and data-driven ones, in terms of how they help predict the future of GTS. To that end, we perform experiments with various datasets including spontaneous brain activity and raw videos.
When it comes to graphs, a natural approach to define a latent representation is a structure-based approach. It consists in defining the notion of frequency on a graph by analogy with the Fourier Transform (FT) @cite_2 . The so-called Graph Fourier Transform (GFT) represents the signal in another basis. This basis is built according to the graph structure without looking at the data at all. The eigenvectors of the Laplacian matrix of the graph are used as a new basis. These eigenvectors are ordered by increasing eigenvalues. Small eigenvalues correspond intuitively to low frequencies, and large eigenvalues to high frequencies. Consequently, to reduce the data dimension, only some of the first eigenvectors are kept. Data is back projected using only those first eigenvectors, and a low-dimensional representation of the signal is obtained. However, the analogy with the FT is not complete, as for instance, the GFT using a 2-dimensional grid does not match the 2D classical FT @cite_6 .
@cite_6 @cite_2
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We extend spectral methods to random graphs with skewed degree distributions through a degree based normalization closely connected to the normalized Laplacian. The normalization is based on intuition drawn from perturbation theory of random matrices, and has the effect of boosting the expectation of the random adjacency matrix without increasing the variances of its entries, leading to better perturbation bounds. The primary implication of this result lies in the realm of spectral analysis of random graphs with skewed degree distributions, such as the ubiquitous "power law graphs". Mihail and Papadimitriou (2002) argued that for randomly generated graphs satisfying a power law degree distribution, spectral analysis of the adjacency matrix simply produces the neighborhoods of the high degree nodes as its eigenvectors, and thus miss any embedded structure. We present a generalization of their model, incorporating latent structure, and prove that after applying our transformation, spectral analysis succeeds in recovering the latent structure with high probability. We propose a novel discrete signal processing framework for the representation and analysis of datasets with complex structure. Such datasets arise in many social, economic, biological, and physical networks. Our framework extends traditional discrete signal processing theory to structured datasets by viewing them as signals represented by graphs, so that signal coefficients are indexed by graph nodes and relations between them are represented by weighted graph edges. We discuss the notions of signals and filters on graphs, and define the concepts of the spectrum and Fourier transform for graph signals. We demonstrate their relation to the generalized eigenvector basis of the graph adjacency matrix and study their properties. As a potential application of the graph Fourier transform, we consider the efficient representation of structured data that utilizes the sparseness of graph signals in the frequency domain. Signal processing on graph is attracting more and more attentions. For a graph signal in the low-frequency subspace, the missing data associated with unsampled vertices can be reconstructed through the sampled data by exploiting the smoothness of the graph signal. In this paper, the concept of local set is introduced and two local-set-based iterative methods are proposed to reconstruct bandlimited graph signal from sampled data. In each iteration, one of the proposed methods reweights the sampled residuals for different vertices, while the other propagates the sampled residuals in their respective local sets. These algorithms are built on frame theory and the concept of local sets, based on which several frames and contraction operators are proposed. We then prove that the reconstruction methods converge to the original signal under certain conditions and demonstrate the new methods lead to a significantly faster convergence compared with the baseline method. Furthermore, the correspondence between graph signal sampling and time-domain irregular sampling is analyzed comprehensively, which may be helpful to future works on graph signals. Computer simulations are conducted. The experimental results demonstrate the effectiveness of the reconstruction methods in various sampling geometries, imprecise priori knowledge of cutoff frequency, and noisy scenarios. A new scheme to sample signals defined on the nodes of a graph is proposed. The underlying assumption is that such signals admit a sparse representation in a frequency domain related to the structure of the graph, which is captured by the so-called graph-shift operator. Instead of using the value of the signal observed at a subset of nodes to recover the signal in the entire graph, the sampling scheme proposed here uses as input observations taken at a single node. The observations correspond to sequential applications of the graph-shift operator, which are linear combinations of the information gathered by the neighbors of the node. When the graph corresponds to a directed cycle (which is the support of time-varying signals), our method is equivalent to the classical sampling in the time domain. When the graph is more general, we show that the Vandermonde structure of the sampling matrix, critical when sampling time-varying signals, is preserved. Sampling and interpolation are analyzed first in the absence of noise, and then noise is considered. We then study the recovery of the sampled signal when the specific set of frequencies that is active is not known. Moreover, we present a more general sampling scheme, under which, either our aggregation approach or the alternative approach of sampling a graph signal by observing the value of the signal at a subset of nodes can be both viewed as particular cases. Numerical experiments illustrating the results in both synthetic and real-world graphs close the paper.