Detecting structural breaks in seasonal time series by regularized optimization

Real-world systems are often complex, dynamic, and nonlinear. Understanding the dynamics of a system from its observed time series is key to the prediction and control of the system's behavior. While most existing techniques tacitly assume some form of stationarity or continuity, abrupt changes, which are often due to external disturbances or sudden changes in the intrinsic dynamics, are common in time series. Structural breaks, which are time points at which the statistical patterns of a time series change, pose considerable challenges to data analysis. Without identification of such break points, the same dynamic rule would be applied to the whole period of observation, whereas false identification of structural breaks may lead to overfitting. In this paper, we cast the problem of decomposing a time series into its trend and seasonal components as an optimization problem. This problem is ill-posed due to the arbitrariness in the number of parameters. To overcome this difficulty, we propose the addition of a penalty function (i.e., a regularization term) that accounts for the number of parameters. Our approach simultaneously identifies seasonality and trend without the need of iterations, and allows the reliable detection of structural breaks. The method is applied to recorded data on fish populations and sea surface temperature, where it detects structural breaks that would have been neglected otherwise. This suggests that our method can lead to a general approach for the monitoring, prediction, and prevention of structural changes in real systems.Comment: Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures (Edited by George Deodatis, Bruce R. Ellingwood and Dan M. Frangopol), CRC Press 2014, Pages 3621-362

Animating the development of Social Networks over time using a dynamic extension of multidimensional scaling

The animation of network visualizations poses technical and theoretical challenges. Rather stable patterns are required before the mental map enables a user to make inferences over time. In order to enhance stability, we developed an extension of stress-minimization with developments over time. This dynamic layouter is no longer based on linear interpolation between independent static visualizations, but change over time is used as a parameter in the optimization. Because of our focus on structural change versus stability the attention is shifted from the relational graph to the latent eigenvectors of matrices. The approach is illustrated with animations for the journal citation environments of Social Networks, the (co-)author networks in the carrying community of this journal, and the topical development using relations among its title words. Our results are also compared with animations based on PajekToSVGAnim and SoNIA

Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables

We study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied for testing the ownership-structure/diversification relationship. It consists of a dynamic procedure based on wavelets. A comparison with Neural Networks, the most used method, is provided to prove the efficiency of the here-developed one. The empirical tests are conducted on a set of French firms.Comment: 22 page

Non‐hierarchical learning: sharing knowledge, power and outcomes

Arguing that every student has the capacity to succeed and that every student must be provided with the opportunity to reach their full potential, this article introduces a new pedagogic approach that draws on a wide range of influences. Linking theoretical practices from sociology, pedagogy, social and educational psychology, and cultural studies, the approach posits that teaching and learning should be conducted in non‐hierarchical classrooms where all members are equal and working towards shared objectives. A theoretical frame is outlined and the factors that helped shape it are reflected on. A conceptual framework which covers the goals of instruction, instructional materials, classroom management, instructional methods, and assessment is also presented. It is hoped that educators will consider the concepts included in this article and, if possible, incorporate them into their teaching practices

Structure and Dynamics of Information Pathways in Online Media

Diffusion of information, spread of rumors and infectious diseases are all instances of stochastic processes that occur over the edges of an underlying network. Many times networks over which contagions spread are unobserved, and such networks are often dynamic and change over time. In this paper, we investigate the problem of inferring dynamic networks based on information diffusion data. We assume there is an unobserved dynamic network that changes over time, while we observe the results of a dynamic process spreading over the edges of the network. The task then is to infer the edges and the dynamics of the underlying network. We develop an on-line algorithm that relies on stochastic convex optimization to efficiently solve the dynamic network inference problem. We apply our algorithm to information diffusion among 3.3 million mainstream media and blog sites and experiment with more than 179 million different pieces of information spreading over the network in a one year period. We study the evolution of information pathways in the online media space and find interesting insights. Information pathways for general recurrent topics are more stable across time than for on-going news events. Clusters of news media sites and blogs often emerge and vanish in matter of days for on-going news events. Major social movements and events involving civil population, such as the Libyan's civil war or Syria's uprise, lead to an increased amount of information pathways among blogs as well as in the overall increase in the network centrality of blogs and social media sites.Comment: To Appear at the 6th International Conference on Web Search and Data Mining (WSDM '13

The Child is Father of the Man: Foresee the Success at the Early Stage

Understanding the dynamic mechanisms that drive the high-impact scientific work (e.g., research papers, patents) is a long-debated research topic and has many important implications, ranging from personal career development and recruitment search, to the jurisdiction of research resources. Recent advances in characterizing and modeling scientific success have made it possible to forecast the long-term impact of scientific work, where data mining techniques, supervised learning in particular, play an essential role. Despite much progress, several key algorithmic challenges in relation to predicting long-term scientific impact have largely remained open. In this paper, we propose a joint predictive model to forecast the long-term scientific impact at the early stage, which simultaneously addresses a number of these open challenges, including the scholarly feature design, the non-linearity, the domain-heterogeneity and dynamics. In particular, we formulate it as a regularized optimization problem and propose effective and scalable algorithms to solve it. We perform extensive empirical evaluations on large, real scholarly data sets to validate the effectiveness and the efficiency of our method.Comment: Correct some typos in our KDD pape