Pedro Manuel Ribeiro

Abstract
Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often adapt univariate approaches or rely on assumptions specific to certain domains or problems, presenting limitations. A recent promising alternative is to map multivariate time series into high-level network structures such as multiplex networks, with past work relying on connecting successive time series components with interconnections between contemporary timestamps. In this work, we first define a novel cross-horizontal visibility mapping between lagged timestamps of different time series and then introduce the concept of multilayer horizontal visibility graphs. This allows describing cross-dimension dependencies via inter-layer edges, leveraging the entire structure of multilayer networks. To this end, a novel parameter-free topological measure is proposed and common measures are extended for the multilayer setting. Our approach is general and applicable to any kind of multivariate time series data. We provide an extensive experimental evaluation with both synthetic and real-world datasets. We first explore the proposed methodology and the data properties highlighted by each measure, showing that inter-layer edges based on cross-horizontal visibility preserve more information than previous mappings, while also complementing the information captured by commonly used intra-layer edges. We then illustrate the applicability and validity of our approach in multivariate time series mining tasks, showcasing its potential for enhanced data analysis and insights.

Abstract
In recent years, there has been a surge in the prevalence of high- and multidimensional temporal data across various scientific disciplines. These datasets are characterized by their vast size and challenging potential for analysis. Such data typically exhibit serial and cross-dependency and possess high dimensionality, thereby introducing additional complexities to conventional time series analysis methods. To address these challenges, a recent and complementary approach has emerged, known as network-based analysis methods for multivariate time series. In univariate settings, quantile graphs have been employed to capture temporal transition properties and reduce data dimensionality by mapping observations to a smaller set of sample quantiles. To confront the increasingly prominent issue of high dimensionality, we propose an extension of quantile graphs into a multivariate variant, which we term Multilayer Quantile Graphs. In this innovative mapping, each time series is transformed into a quantile graph, and inter-layer connections are established to link contemporaneous quantiles of pairwise series. This enables the analysis of dynamic transitions across multiple dimensions. In this study, we demonstrate the effectiveness of this new mapping using synthetic and benchmark multivariate time series datasets. We delve into the resulting network's topological structures, extract network features, and employ these features for original dataset analysis. Furthermore, we compare our results with a recent method from the literature. The resulting multilayer network offers a significant reduction in the dimensionality of the original data while capturing serial and cross-dimensional transitions. This approach facilitates the characterization and analysis of large multivariate time series datasets through network analysis techniques.

Abstract
Motifs are overrepresented and statistically significant sub-patterns in a network, whose identification is relevant to uncover its underlying functional units. Recently, its extraction has been performed on higher-order networks, but due to the complexity arising from polyadic interactions, and the similarity with known computationally hard problems, its practical application is limited. Our main contribution is a novel approach for hyper-subgraph census and higher-order motif discovery, allowing for motifs with sizes 3 or 4 to be found efficiently, in real-world scenarios. It is consistently an order of magnitude faster than a baseline state-of-art method, while using less memory and supporting a wider range of base algorithms.

Abstract

Abstract
Association Football is probably the world's most popular sport. Being able to characterise and compare football players is therefore a very important and impactful task. In this work we introduce spatial flow motifs as an extension of previous work on this problem, by incorporating both temporal and spatial information into the network analysis of football data. Our approach considers passing sequences and the role of the player in those sequences, complemented with the physical position of the field where the passes occurred. We provide experimental results of our proposed methodology on real-life event data from the Italian League, showing we can more accurately identify players when compared to using purely topological data.