Many dynamic networks coming from real-world contexts are link streams, i.e. a finite collection of triplets @math where @math and @math are two nodes having a link between them at time @math . A very large number of studies on these objects start by aggregating the data in disjoint time windows of length @math in order to obtain a series of graphs on which are made all subsequent analyses. Here we are concerned with the impact of the chosen @math on the obtained graph series. We address the fundamental question of knowing whether a series of graphs formed using a given @math faithfully describes the original link stream. We answer the question by showing that such dynamic networks exhibit a threshold for @math , which we call the , beyond which the properties of propagation of the link stream are altered, while they are mostly preserved before. We design an automatic method to determine the saturation scale of any link stream, which we apply and validate on several real-world datasets.
Contrastingly, the goal of @cite_2 is precisely to determine an ideal aggregation period. In their method, this period is obtained as a trade-off between two metrics that vary monotonically and oppositely with regard to aggregation: one describing the loss of information (increasing with aggregation) and one describing the noise contained in the series of snapshots (decreasing with aggregation). Compared to them, here, we are concerned only with the loss of information. This allows us to avoid some drawbacks and limitations inherent to the approaches based on a trade-off: i) the value selected for the aggregation period strongly depends on the importance given to each metrics and ii) the selected value does not reveal any particular behavior of the properties of the network used in the trade-off, as each of them varies smoothly and monotonically from one extremal value to another one. On the contrary, our method does not depend on any arbitrary choice of ponderation and reveals a natural change in the way the network responds to aggregation at a certain aggregation scale that we determine.
@cite_2
2001667451
Determining interrelatedness structure of various entities from multiple time series data is of significant interest to many areas. Knowledge of such a structure can aid in identifying cause and effect relationships, clustering of similar entities, identification of representative elements and model reduction. The majority of existing results are based on correlation based indices which effectively assume a static relationship between the time series data and are not suitable for detecting interrelatedness when the time series are dynamically related or when the time series involve loops. In this paper, a methodology for identifying the interrelatedness structure of dynamically related time series data is presented that also allows for the presence of loops in the connectivity structure. A linear dynamic graph model is presented where it is assumed that each time series data is the sum of an independent stochastic noise source and a dynamically weighted sum of other time series data. A link is assumed to be present between two time series if the weight of a time series, which is a linear time-invariant filter, is nonzero in the formation of the other. Reconstruction of the link connectivity structure under various scenarios is considered. It is shown that when the linear dynamic graph is allowed to admit non-causal weights, then the links structure can be recovered with the possibility of identifying spurious connections. However, it is shown that the spurious links remain local, where, a spurious link is restricted to be within one hop of a true link. Furthermore, strategies for exact reconstruction of the link structure when the weights are restricted to be causal are developed. The main tools for determining the network topology are based on variations of Wiener filtering. A significant insight provided by the article is that, in the class of network models considered in the paper, the Wiener filter estimating a stochastic process based on other processes remains local in the sense that the Wiener filter utilizes only measurements local to the node being estimated.