Universal features of correlated bursty behaviour

Inhomogeneous temporal processes, like those appearing in human communications, neuron spike trains, and seismic signals, consist of high-activity bursty intervals alternating with long low-activity periods. In recent studies such bursty behavior has been characterized by a fat-tailed inter-event time distribution, while temporal correlations were measured by the autocorrelation function. However, these characteristic functions are not capable to fully characterize temporally correlated heterogenous behavior. Here we show that the distribution of the number of events in a bursty period serves as a good indicator of the dependencies, leading to the universal observation of power-law distribution in a broad class of phenomena. We find that the correlations in these quite different systems can be commonly interpreted by memory effects and described by a simple phenomenological model, which displays temporal behavior qualitatively similar to that in real systems

Temporal Networks

A great variety of systems in nature, society and technology -- from the web of sexual contacts to the Internet, from the nervous system to power grids -- can be modeled as graphs of vertices coupled by edges. The network structure, describing how the graph is wired, helps us understand, predict and optimize the behavior of dynamical systems. In many cases, however, the edges are not continuously active. As an example, in networks of communication via email, text messages, or phone calls, edges represent sequences of instantaneous or practically instantaneous contacts. In some cases, edges are active for non-negligible periods of time: e.g., the proximity patterns of inpatients at hospitals can be represented by a graph where an edge between two individuals is on throughout the time they are at the same ward. Like network topology, the temporal structure of edge activations can affect dynamics of systems interacting through the network, from disease contagion on the network of patients to information diffusion over an e-mail network. In this review, we present the emergent field of temporal networks, and discuss methods for analyzing topological and temporal structure and models for elucidating their relation to the behavior of dynamical systems. In the light of traditional network theory, one can see this framework as moving the information of when things happen from the dynamical system on the network, to the network itself. Since fundamental properties, such as the transitivity of edges, do not necessarily hold in temporal networks, many of these methods need to be quite different from those for static networks

Temporal Features as Measures of Tie Strength in Mobile Phone Networks

The use of auto-recorded communication data, such as mobile phone call logs, has reshaped our capacity to model and understand of social systems. In such studies, the strength of a tie between two people has been of great value from both theoretical and sociological perspectives, yet it is not easy to quantify. Tie strengths are commonly measured in terms of communication intensity (number or duration of calls, etc) as a form of convenience rather than a justified choice, yet these intensity-based measures do not uncover the myriad of ways in which such intensity takes place, hindering information about the strength of ties. Here, we conceive tie strength as a latent variable we want to predict based on features of the time sequences of interactions. We assume that tie strength is expressed as the structural overlap in social networks, in a manner inspired by Granovetter's hypothesis, where strong ties are embedded in community structures, while weak ties serve as inter-community bridges. With this assumption, we use temporal and static features to predict overlap in lieu of the latent tie strength. We analyze a mobile phone dataset of ~6.5 million people for a period of 4 months, and measure overlap based on an extended network of ~77 million users, to ensure minimal sampling errors. We observe a strong relationship between local topology and tie-level behaviour, with some temporal features outperforming communication intensity in overlap prediction. Indeed, the number of bursty cascades, differences in daily behaviour and temporal stability play large roles in our models. We find that communication intensity is one of many characterizations of tie strength for which the Granovetter effect is observable

Techniques for the Fast Simulation of Models of Highly dependable Systems

With the ever-increasing complexity and requirements of highly dependable systems, their evaluation during design and operation is becoming more crucial. Realistic models of such systems are often not amenable to analysis using conventional analytic or numerical methods. Therefore, analysts and designers turn to simulation to evaluate these models. However, accurate estimation of dependability measures of these models requires that the simulation frequently observes system failures, which are rare events in highly dependable systems. This renders ordinary Simulation impractical for evaluating such systems. To overcome this problem, simulation techniques based on importance sampling have been developed, and are very effective in certain settings. When importance sampling works well, simulation run lengths can be reduced by several orders of magnitude when estimating transient as well as steady-state dependability measures. This paper reviews some of the importance-sampling techniques that have been developed in recent years to estimate dependability measures efficiently in Markov and nonMarkov models of highly dependable system

Complex Network Approach to the Statistical Features of the Sunspot Series

Complex network approaches have been recently developed as an alternative framework to study the statistical features of time-series data. We perform a visibility-graph analysis on both the daily and monthly sunspot series. Based on the data, we propose two ways to construct the network: one is from the original observable measurements and the other is from a negative-inverse-transformed series. The degree distribution of the derived networks for the strong maxima has clear non-Gaussian properties, while the degree distribution for minima is bimodal. The long-term variation of the cycles is reflected by hubs in the network which span relatively large time intervals. Based on standard network structural measures, we propose to characterize the long-term correlations by waiting times between two subsequent events. The persistence range of the solar cycles has been identified over 15\,--\,1000 days by a power-law regime with scaling exponent $\gamma = 2.04$ of the occurrence time of the two subsequent and successive strong minima. In contrast, a persistent trend is not present in the maximal numbers, although maxima do have significant deviations from an exponential form. Our results suggest some new insights for evaluating existing models. The power-law regime suggested by the waiting times does indicate that there are some level of predictable patterns in the minima.Comment: 18 pages, 11 figures. Solar Physics, 201