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Online Joint Topology Identification and Signal Estimation from Streams with Missing Data
Bakht Zaman, Luis Miguel Lopez Ramos, Baltasar Beferull-Lozano
Identifying the topology underlying a set of time series is useful for tasks such as prediction, denoising, and data completion. Vector autoregressive (VAR) model-based topologies…
Dynamic Regret Analysis for Online Tracking of Time-varying Structural Equation Model Topologies
Bakht Zaman, Luis Miguel Lopez Ramos, Baltasar Beferull-Lozano
Identifying dependencies among variables in a complex system is an important problem in network science. Structural equation models (SEM) have been used widely in many fields for t…
Online Topology Identification from Vector Autoregressive Time Series
Bakht Zaman, Luis Miguel Lopez Ramos, Daniel Romero +1
Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multiv…
Dynamic network identification from non-stationary vector autoregressive time series
Luis M. Lopez-Ramos, Daniel Romero, Bakht Zaman +1
Learning the dynamics of complex systems features a large number of applications in data science. Graph-based modeling and inference underpins the most prominent family of approach…