Filtering Random Graph Processes Over Random Time-Varying Graphs

Graph filters play a key role in processing the graph spectra of signals supported on the vertices of a graph. However, despite their widespread use, graph filters have been analyzed only in the deterministic setting, ignoring the impact of stochastic- ity in both the graph topology as well as the signal itself. To bridge this gap, we examine the statistical behavior of the two key filter types, finite impulse response (FIR) and autoregressive moving average (ARMA) graph filters, when operating on random time- varying graph signals (or random graph processes) over random time-varying graphs. Our analysis shows that (i) in expectation, the filters behave as the same deterministic filters operating on a deterministic graph, being the expected graph, having as input signal a deterministic signal, being the expected signal, and (ii) there are meaningful upper bounds for the variance of the filter output. We conclude the paper by proposing two novel ways of exploiting randomness to improve (joint graph-time) noise cancellation, as well as to reduce the computational complexity of graph filtering. As demonstrated by numerical results, these methods outperform the disjoint average and denoise algorithm, and yield a (up to) four times complexity redution, with very little difference from the optimal solution

Data driven optimal filtering for phase and frequency of noisy oscillations: application to vortex flowmetering

A new method for extracting the phase of oscillations from noisy time series is proposed. To obtain the phase, the signal is filtered in such a way that the filter output has minimal relative variation in the amplitude (MIRVA) over all filters with complex-valued impulse response. The argument of the filter output yields the phase. Implementation of the algorithm and interpretation of the result are discussed. We argue that the phase obtained by the proposed method has a low susceptibility to measurement noise and a low rate of artificial phase slips. The method is applied for the detection and classification of mode locking in vortex flowmeters. A novel measure for the strength of mode locking is proposed.Comment: 12 pages, 10 figure

Forecasting Time Series with VARMA Recursions on Graphs

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task. This work provides contributions in this direction by considering the forecasting of a process evolving over a graph. We make use of the (approximate) time-vertex stationarity assumption, i.e., timevarying graph signals whose first and second order statistical moments are invariant over time and correlated to a known graph topology. The latter is combined with VAR and VARMA models to tackle the dimensionality issues present in predicting the temporal evolution of multivariate time series. We find out that by projecting the data to the graph spectral domain: (i) the multivariate model estimation reduces to that of fitting a number of uncorrelated univariate ARMA models and (ii) an optimal low-rank data representation can be exploited so as to further reduce the estimation costs. In the case that the multivariate process can be observed at a subset of nodes, the proposed models extend naturally to Kalman filtering on graphs allowing for optimal tracking. Numerical experiments with both synthetic and real data validate the proposed approach and highlight its benefits over state-of-the-art alternatives.Comment: submitted to the IEEE Transactions on Signal Processin

Beyond power laws: Universality in the average avalanche shape

We report the measurement of multivariable scaling functions for the temporal average shape of Barkhausen noise avalanches, and show that they are consistent with the predictions of simple mean-field theories. We bypass the confounding factors of time-retarded interactions (eddy currents) by measuring thin permal- loy films, and bypass thresholding effects and amplifier distortions by applying Wiener deconvolution. We find experimental shapes that are approximately symmetric, and track the evolution of the scaling function. We solve a mean- field theory for the magnetization dynamics and calculate the form of the scaling function in the presence of a demagnetizing field and a finite field ramp-rate, yielding quantitative agreement with the experiment.Comment: 13 pages, 14 figure

Delayed Dynamical Systems: Networks, Chimeras and Reservoir Computing

We present a systematic approach to reveal the correspondence between time delay dynamics and networks of coupled oscillators. After early demonstrations of the usefulness of spatio-temporal representations of time-delay system dynamics, extensive research on optoelectronic feedback loops has revealed their immense potential for realizing complex system dynamics such as chimeras in rings of coupled oscillators and applications to reservoir computing. Delayed dynamical systems have been enriched in recent years through the application of digital signal processing techniques. Very recently, we have showed that one can significantly extend the capabilities and implement networks with arbitrary topologies through the use of field programmable gate arrays (FPGAs). This architecture allows the design of appropriate filters and multiple time delays which greatly extend the possibilities for exploring synchronization patterns in arbitrary topological networks. This has enabled us to explore complex dynamics on networks with nodes that can be perfectly identical, introduce parameter heterogeneities and multiple time delays, as well as change network topologies to control the formation and evolution of patterns of synchrony