Constrained information flows in temporal networks reveal intermittent communities

Many real-world networks represent dynamic systems with interactions that change over time, often in uncoordinated ways and at irregular intervals. For example, university students connect in intermittent groups that repeatedly form and dissolve based on multiple factors, including their lectures, interests, and friends. Such dynamic systems can be represented as multilayer networks where each layer represents a snapshot of the temporal network. In this representation, it is crucial that the links between layers accurately capture real dependencies between those layers. Often, however, these dependencies are unknown. Therefore, current methods connect layers based on simplistic assumptions that do not capture node-level layer dependencies. For example, connecting every node to itself in other layers with the same weight can wipe out dependencies between intermittent groups, making it difficult or even impossible to identify them. In this paper, we present a principled approach to estimating node-level layer dependencies based on the network structure within each layer. We implement our node-level coupling method in the community detection framework Infomap and demonstrate its performance compared to current methods on synthetic and real temporal networks. We show that our approach more effectively constrains information inside multilayer communities so that Infomap can better recover planted groups in multilayer benchmark networks that represent multiple modes with different groups and better identify intermittent communities in real temporal contact networks. These results suggest that node-level layer coupling can improve the modeling of information spreading in temporal networks and better capture intermittent community structure.Comment: 10 pages, 10 figures, published in PR

Tree Memory Networks for Modelling Long-term Temporal Dependencies

In the domain of sequence modelling, Recurrent Neural Networks (RNN) have been capable of achieving impressive results in a variety of application areas including visual question answering, part-of-speech tagging and machine translation. However this success in modelling short term dependencies has not successfully transitioned to application areas such as trajectory prediction, which require capturing both short term and long term relationships. In this paper, we propose a Tree Memory Network (TMN) for modelling long term and short term relationships in sequence-to-sequence mapping problems. The proposed network architecture is composed of an input module, controller and a memory module. In contrast to related literature, which models the memory as a sequence of historical states, we model the memory as a recursive tree structure. This structure more effectively captures temporal dependencies across both short term and long term sequences using its hierarchical structure. We demonstrate the effectiveness and flexibility of the proposed TMN in two practical problems, aircraft trajectory modelling and pedestrian trajectory modelling in a surveillance setting, and in both cases we outperform the current state-of-the-art. Furthermore, we perform an in depth analysis on the evolution of the memory module content over time and provide visual evidence on how the proposed TMN is able to map both long term and short term relationships efficiently via a hierarchical structure

Quantile Correlations: Uncovering temporal dependencies in financial time series

We conduct an empirical study using the quantile-based correlation function to uncover the temporal dependencies in financial time series. The study uses intraday data for the S\&P 500 stocks from the New York Stock Exchange. After establishing an empirical overview we compare the quantile-based correlation function to stochastic processes from the GARCH family and find striking differences. This motivates us to propose the quantile-based correlation function as a powerful tool to assess the agreements between stochastic processes and empirical data