6 research outputs found
Network structure of multivariate time series.
Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range tools and techniques for time series analysis already exist, the increasing availability of massive data structures calls for new approaches for multidimensional signal processing. We present here a non-parametric method to analyse multivariate time series, based on the mapping of a multidimensional time series into a multilayer network, which allows to extract information on a high dimensional dynamical system through the analysis of the structure of the associated multiplex network. The method is simple to implement, general, scalable, does not require ad hoc phase space partitioning, and is thus suitable for the analysis of large, heterogeneous and non-stationary time series. We show that simple structural descriptors of the associated multiplex networks allow to extract and quantify nontrivial properties of coupled chaotic maps, including the transition between different dynamical phases and the onset of various types of synchronization. As a concrete example we then study financial time series, showing that a multiplex network analysis can efficiently discriminate crises from periods of financial stability, where standard methods based on time-series symbolization often fail
Multilayer Networks
In most natural and engineered systems, a set of entities interact with each
other in complicated patterns that can encompass multiple types of
relationships, change in time, and include other types of complications. Such
systems include multiple subsystems and layers of connectivity, and it is
important to take such "multilayer" features into account to try to improve our
understanding of complex systems. Consequently, it is necessary to generalize
"traditional" network theory by developing (and validating) a framework and
associated tools to study multilayer systems in a comprehensive fashion. The
origins of such efforts date back several decades and arose in multiple
disciplines, and now the study of multilayer networks has become one of the
most important directions in network science. In this paper, we discuss the
history of multilayer networks (and related concepts) and review the exploding
body of work on such networks. To unify the disparate terminology in the large
body of recent work, we discuss a general framework for multilayer networks,
construct a dictionary of terminology to relate the numerous existing concepts
to each other, and provide a thorough discussion that compares, contrasts, and
translates between related notions such as multilayer networks, multiplex
networks, interdependent networks, networks of networks, and many others. We
also survey and discuss existing data sets that can be represented as
multilayer networks. We review attempts to generalize single-layer-network
diagnostics to multilayer networks. We also discuss the rapidly expanding
research on multilayer-network models and notions like community structure,
connected components, tensor decompositions, and various types of dynamical
processes on multilayer networks. We conclude with a summary and an outlook.Comment: Working paper; 59 pages, 8 figure
The structure and dynamics of multilayer networks
In the past years, network theory has successfully characterized the
interaction among the constituents of a variety of complex systems, ranging
from biological to technological, and social systems. However, up until
recently, attention was almost exclusively given to networks in which all
components were treated on equivalent footing, while neglecting all the extra
information about the temporal- or context-related properties of the
interactions under study. Only in the last years, taking advantage of the
enhanced resolution in real data sets, network scientists have directed their
interest to the multiplex character of real-world systems, and explicitly
considered the time-varying and multilayer nature of networks. We offer here a
comprehensive review on both structural and dynamical organization of graphs
made of diverse relationships (layers) between its constituents, and cover
several relevant issues, from a full redefinition of the basic structural
measures, to understanding how the multilayer nature of the network affects
processes and dynamics.Comment: In Press, Accepted Manuscript, Physics Reports 201
On metrics and models for multiplex networks
In this thesis, we extend the concept of null models as canonical ensembles of multi-graphs with given constraints and present new metrics able to characterize real-world layered systems based on their correlation patterns. We make extensive use of the maximum-entropy method in order to find the analytical expression of the expectation values of several topological quantities; furthermore, we employ the maximum-likelihood method to fit the models to real datasets. One of the main contributions of the present work is providing models and metrics that can be directly applied to real data. We introduce improved measures of overlap between layers of a multiplex and exploit such quantities to provide a new network reconstruction method applicable to multi-layer graphs. It turns out that this methodology, applicable to a specific class of multi-layer networks, can be successfully employed to reconstruct the World Trade Multiplex. Furthermore, we illustrate that the maximum-entropy models also allow us to find the so-called backbone of a real network, i.e. the information which is irreducible to the single-node properties and is therefore peculiar to the network itself. We conclude the thesis moving our attention to a different dataset, namely the scientific publication system.Theoretical Physic