Time series analysis via network science: Concepts and algorithms

• Type: Another Publication in an International Scientific Journal
• Date: 2021

Authors

Silva, VF (Author) Other; Maria Eduarda Silva (Author) FEP; Pedro Ribeiro (Author) FCUP; Silva, F (Author) FCUP

Journal

Title: Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery

Vol. 11 No. 3

ISSN: 1942-4787

Publisher: Wiley-Blackwell

Indexing

ISI Web of Knowledge - 38 Citations

Scopus - 48 Citations

Other information

Authenticus ID: P-00T-J7E

DOI: 10.1002/widm.1404

Abstract (EN): There is nowadays a constant flux of data being generated and collected in all types of real world systems. These data sets are often indexed by time, space, or both requiring appropriate approaches to analyze the data. In univariate settings, time series analysis is a mature field. However, in multivariate contexts, time series analysis still presents many limitations. In order to address these issues, the last decade has brought approaches based on network science. These methods involve transforming an initial time series data set into one or more networks, which can be analyzed in depth to provide insight into the original time series. This review provides a comprehensive overview of existing mapping methods for transforming time series into networks for a wide audience of researchers and practitioners in machine learning, data mining, and time series. Our main contribution is a structured review of existing methodologies, identifying their main characteristics, and their differences. We describe the main conceptual approaches, provide authoritative references and give insight into their advantages and limitations in a unified way and language. We first describe the case of univariate time series, which can be mapped to single layer networks, and we divide the current mappings based on the underlying concept: visibility, transition, and proximity. We then proceed with multivariate time series discussing both single layer and multiple layer approaches. Although still very recent, this research area has much potential and with this survey we intend to pave the way for future research on the topic. This article is categorized under: Fundamental Concepts of Data and Knowledge > Data Concepts Fundamental Concepts of Data and Knowledge > Knowledge Representation

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 39