dynamics on multiplex networkspeople.csail.mit.edu/ddeford/multi_entropy_final.pdf · multiplex...
TRANSCRIPT
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Multiplex Networks
Introduction
Dynamics on Multiplex Networks
Daryl DeFord
Dartmouth CollegeDepartment of Mathematics
Department of MathematicsUniversity of San Fransisco
San Fransisco, CAJanuary 26, 2018
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Multiplex Networks
Introduction
Outline
1 Introduction2 Complex Networks3 Tree Spectra4 What is a Multiplex?
5 Structural Models
6 Dynamical Models
7 Time Series Entropy
8 Conclusion
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Multiplex Networks
Introduction
Philosophy
Data
Math Objects
Math Objects
Build Model
Math
Prediction
Math
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Multiplex Networks
Introduction
Philosophy
Data
Math Objects
Math Objects
Build Model
Math
Prediction
Math
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Multiplex Networks
Introduction
Philosophy
Data Math Objects
Math Objects
Build Model
Math
Prediction
Math
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Multiplex Networks
Introduction
Philosophy
Data Math Objects
Math Objects
Build Model
Math
Prediction
Math
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Multiplex Networks
Introduction
Philosophy
Data Math Objects
Math Objects
Build Model
Math
Prediction
Math
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Multiplex Networks
Introduction
Philosophy
Data Math Objects
Math Objects
Build Model
Math
Prediction
Math
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Multiplex Networks
Introduction
Complex Networks
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Multiplex Networks
Complex Networks
Examples
(a) Graph (b) Network
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Multiplex Networks
Complex Networks
Examples
(a) Graph (b) Network
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Multiplex Networks
Complex Networks
Examples
(a) Graph (b) Network
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Multiplex Networks
Complex Networks
Centrality
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Multiplex Networks
Complex Networks
Centrality
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Multiplex Networks
Complex Networks
Degree Matrix
D =
1 0 0 0 0 0 0 00 5 0 0 0 0 0 00 0 2 0 0 0 0 00 0 0 6 0 0 0 00 0 0 0 5 0 0 00 0 0 0 0 4 0 00 0 0 0 0 0 4 00 0 0 0 0 0 0 3
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Multiplex Networks
Complex Networks
Adjacency Matrix
A =
0 0 0 1 0 0 0 00 0 0 1 1 1 1 10 0 0 1 1 0 0 01 1 1 0 1 1 1 00 1 1 1 0 1 0 10 1 0 1 1 0 1 00 1 0 1 0 1 0 10 1 0 0 1 0 1 0
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Multiplex Networks
Complex Networks
Operators on Networks
• Adjacency
• Symmetric, binary• Eigenvector centrality
• Laplacian
• Matrix: L = D −A• Positive semi–definite• Discretized version of Laplacian heat diffusion
• Random Walk
• Matrix; R = D−1A• Always stochastic, regular if G is connected• Transition matrix of associated Markov process
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Multiplex Networks
Complex Networks
Operators on Networks
• Adjacency• Symmetric, binary• Eigenvector centrality
• Laplacian
• Matrix: L = D −A• Positive semi–definite• Discretized version of Laplacian heat diffusion
• Random Walk
• Matrix; R = D−1A• Always stochastic, regular if G is connected• Transition matrix of associated Markov process
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Multiplex Networks
Complex Networks
Operators on Networks
• Adjacency• Symmetric, binary• Eigenvector centrality
• Laplacian• Matrix: L = D −A• Positive semi–definite• Discretized version of Laplacian heat diffusion
• Random Walk
• Matrix; R = D−1A• Always stochastic, regular if G is connected• Transition matrix of associated Markov process
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Multiplex Networks
Complex Networks
Operators on Networks
• Adjacency• Symmetric, binary• Eigenvector centrality
• Laplacian• Matrix: L = D −A• Positive semi–definite• Discretized version of Laplacian heat diffusion
• Random Walk• Matrix; R = D−1A• Always stochastic, regular if G is connected• Transition matrix of associated Markov process
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Multiplex Networks
Complex Networks
Adjacency Action
(c) Before (d) After
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Multiplex Networks
Complex Networks
Diffusion Animation
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Multiplex Networks
Complex Networks
Random Walk Animation
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Multiplex Networks
Tree Spectra
Adjacency Spectra of Regular Trees
(c) X(4)2 (d) X
(3)3
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)1
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)2
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)3
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)4
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)5
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)6
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)7
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Multiplex Networks
Tree Spectra
Eigenvalues of (3)–trees
Figure: Eigenvalues of X(3)8
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Multiplex Networks
Tree Spectra
Eigenvalues of Regular Trees
Define two families of polynomials:
P kn (x) = xP kn−1 − (k − 1)P kn−2
with initial conditions P k0 (x) = 0, P k1 (x) = 1, and P k2 (x) = x and
Qkn(x) = xP kn (x)− kP kn−1(x).
Theorem
The roots of P ks (x) for 1 ≤ s ≤ r and Qkr (x) are precisely the eigenvaluesof the finite k-ary tree Xk
r .
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Multiplex Networks
Tree Spectra
Enumerative Results
Theorem
If λ is a root P kr and not a root of P km for any m < r then asymptotically
(as r −→∞), the proportion of eigenvalues of Xrk is
(k − 2)2
(k − 1)r − 1.
Corollary
∞∑n=2
ϕ(n)(k − 2)2
(k − 1)n − 1= 1.
Corollary (k = 3)
∞∑n=1
ϕ(n)
2n − 1= 2.
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Multiplex Networks
Tree Spectra
Tree Questions
Question
Given a graph G and an associated adjacency eigenpair (v, λ) does thereexist a subgraph H of G so that (v|H , λ) is an eigenpair for H?
Question
Is there a nice closed form for the endpoints of the Cantor–like set:∞∑n=1
(k − 2)2
(k − 1)n − 1
∑(`,n)=1`< an
m
1 :m ∈ N
(a,m) = 1
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Multiplex Networks
Tree Spectra
Tree Questions
Question
Can we characterize the sequences of graphs G1, G2, . . . satisfying for allε > 0 there exists a finite set Λ ⊂ R and a N ∈ N such that for alln > N :
|{λ ∈ spec(Gn) : λ /∈ Λ}|| spec(Gn)|
< ε.
Question
What similar results exist for regularly branching simplices?
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Multiplex Networks
What is a Multiplex?
What is a multiplex?
Definition
A multiplex is a collection of graphs all defined on the same node set.
(a) Family (b) Colleagues (c) Facebook
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Multiplex Networks
What is a Multiplex?
What is a multiplex?
Definition
A multiplex is a collection of graphs all defined on the same node set.
(a) Family (b) Colleagues (c) Facebook
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Multiplex Networks
What is a Multiplex?
What is a multiplex?
Definition
A multiplex is a collection of graphs all defined on the same node set.
(a) Family (b) Colleagues (c) Facebook
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Multiplex Networks
What is a Multiplex?
World Trade Web1
Figure: World trade networks
1 R. Feenstra, R. Lipsey, H. Deng, A.C. Ma, and H. Mo. World Trade Flows: 1962-2000. NBER Working Paper 11040, (2005).
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Multiplex Networks
What is a Multiplex?
WTW Layers
Layer Description Volume % Total Transitivity
0 Food and live animals 291554437 5.1 .821 Beverages and tobacco 48046852 0.9 .672 Crude materials 188946835 3.3 .793 Mineral fuels 565811660 10.0 .624 Animal and vegetable oils 14578671 0.3 .645 Chemicals 535703156 9.5 .836 Manufactured Goods 790582194 13.9 .877 Machinery 2387828874 42.1 .858 Miscellaneous manufacturing 736642890 13.0 .839 Other commodities 107685024 1.9 .56
All Aggregate Trade 5667380593 100 .93
Table: Layer information for the 2000 World Trade Web.
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Multiplex Networks
What is a Multiplex?
2000 USA – SA Trade Imbalances
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Multiplex Networks
What is a Multiplex?
USA and SA Commodity Imbalances
(a) US Commodities (b) SA Commodities
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Multiplex Networks
What is a Multiplex?
Karnataka Village Data1
(a) Village 4 (b) Village 61
Figure: Karnataka Villages
1 A. Banerjee, A.G. Chandrasekhar, E. Duflo, and M.O. Jackson, The Diffusion of Microfinance. Science, (2013).
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Multiplex Networks
What is a Multiplex?
Village Layers
Layer Village 4 Village 61Description Density Comp. Giant % Density Comp. Giant %
Borrow Money .0082 26 .8354 .0108 15 .9188Give Advice .0077 49 .5892 .0098 34 .7377
Help Make Decisions .0076 61 .1277 .0100 24 .8562Borrow Kerosene or Rice .0085 21 .8338 .0113 14 .9171
Lend Kerosene or Rice .0086 22 .8308 .0113 14 .9255Lend Money .0081 14 .7908 .0107 17 .9036
Medical Advice .0075 84 .2938 .0106 14 .9306Friends .0089 15 .9277 .0105 22 .8714
Relatives .0085 29 .7231 .0105 26 .5448Attend Temple With .0073 117 .0462 .0089 108 .0372
Visit Their Home .0087 15 .9185 .0116 11 .9475Visit Your Home .0088 16 .9108 .0117 11 .9492
Aggregate .0121 3 .9862 .0155 8 .9679
Table: Layer information for two of the Karnataka Villages.
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Multiplex Networks
What is a Multiplex?
Medical Advice
(a) Village 4 (b) Village 61
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Multiplex Networks
What is a Multiplex?
Medical Advice
(a) Village 4 (b) Village 61
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Multiplex Networks
Structural Models
Disjoint Layers
Figure: Disjoint Layers
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Multiplex Networks
Structural Models
Aggregate Models
(a) Disjoint Layers (b) Aggregate
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Multiplex Networks
Structural Models
Matched Sum
(a) Disjoint Layers (b) Matched Sum
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Multiplex Networks
Structural Models
Algebraic Structure
We can represent the matched sum with a supra–adjacency matrix:A1 wIn · · · wIn wInwIn A2 · · · wIn wIn
.... . .
. . .. . .
...wIn wIn · · · Ak−1 wInwIn wIn · · · wIn Ak
where the Aα are the adjacency matrices of the individual layers and w isa connection strength parameter.
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Multiplex Networks
Structural Models
Strucutral Asymptotics
As the number of layers grows, what happens to the:
• Density?
• Degree Distribution?
• Transitivity?
• Average Path Length?
• Diameter?
• Clique Number?
• ...
• Dynamics?!?
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Multiplex Networks
Structural Models
Strucutral Asymptotics
As the number of layers grows, what happens to the:
• Density?
• Degree Distribution?
• Transitivity?
• Average Path Length?
• Diameter?
• Clique Number?
• ...
• Dynamics?!?
![Page 54: Dynamics on Multiplex Networkspeople.csail.mit.edu/ddeford/Multi_Entropy_final.pdf · Multiplex Networks Complex Networks Operators on Networks Adjacency Symmetric, binary Eigenvector](https://reader033.vdocument.in/reader033/viewer/2022060421/5f17ac70507eec6b67453bf3/html5/thumbnails/54.jpg)
Multiplex Networks
Structural Models
Random Walk Convergence
(a) Aggregate (b) Matched Sum
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Multiplex Networks
Dynamical Models
Dynamics on Multiplex Networks
• Two types of interactions• Within the individual layers• Between the layers
• Effects should “pass through”nodes
• Two step iterative model
• Symbolically:
v′ = Dv
(v′)αi =
k∑β=1
mα,βi cα,βi (Dv)βi
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Multiplex Networks
Dynamical Models
Dynamics on Multiplex Networks
• Two types of interactions• Within the individual layers• Between the layers
• Effects should “pass through”nodes
• Two step iterative model• Symbolically:
v′ = Dv
(v′)αi =
k∑β=1
mα,βi cα,βi (Dv)βi
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Multiplex Networks
Dynamical Models
Dynamics on Multiplex Networks
• Two types of interactions• Within the individual layers• Between the layers
• Effects should “pass through”nodes
• Two step iterative model• Symbolically:
v′ = Dv
(v′)αi =
k∑β=1
mα,βi cα,βi (Dv)βi
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Multiplex Networks
Dynamical Models
Matrix Realization
The matrix associated to the total operator also takes a convenient blockform:
C1D1 C1D2 · · · C1Dk
C2D1 C2D2 · · · C2Dk
......
......
CkD1 CkD2 · · · CkDk
Where the {Di} are the dynamical operators associated to the layers andthe {Ci} are the diagonal proportionality matrices.
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Multiplex Networks
Dynamical Models
Choice of Coefficients
• Equidistribution• cα,βi = 1
k
• Cα,β = 1kI
• Starting Point
• Ranked Layers• cα,βi = cα
• Cα,β = cαI• Villages
• Unified Node
• cα,βi = cαi• Cα,β = Cα
• WTW
• General Model
• cα,βi = cα,βi• Anything goes
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Multiplex Networks
Dynamical Models
Multiplex Random Walks
Figure: Comparison of random walk convergence for multiplex models.
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Multiplex Networks
Dynamical Models
Laplacian Dynamics
Under our dynamical model, where effects pass through node copies toother layers, the heat diffusion interpretation of the Laplacian can bederived from first principles:
dvαidt
= −Kk∑
β=1
cα,βi∑
nβi ∼nβj
(vβi − vβj ).
dvαidt
= −Kk∑
β=1
cα,βi (Lv)βi ,
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Multiplex Networks
Dynamical Models
Laplacian Eigenvalue Bounds
Let {λi} be the eigenvalues of D and {λαi } be the eigenvalues of theα–layer Laplacian Dα. We have the following bounds for ranked layersmodel:
• Fiedler Value:
maxα(λαF ) ≤ kλF ≤ λmF +∑β 6=m
λβ1
• Leading Value:
maxi(λi1) ≤ kλ1 ≤
∑i
λi1
• General Form:
maxi(λin−j) ≤ kλn−j ≤ min
J`n+k−(j+1)
(minσ∈Sn
(k∑
α=1
λσ(α)jα
))
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Multiplex Networks
Dynamical Models
Centrality Comparison
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Multiplex Networks
Dynamical Models
Centrality Comparison
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Multiplex Networks
Dynamical Models
Multiplex References
• M. Kivela, A. Arenas, M. Barthelemy, J. Gleeson, Y.Moreno, and M. Porter: Multilayer Networks, Journal ofComplex Networks, 1–69, (2014).
• D. DeFord and S. Pauls: A New Framework for DynamicalModels on Multiplex Networks, Journal of Complex Networks, toappear, (2017), 29 pages.
• D. DeFord and S. Pauls: Spectral Clustering Methods forMultiplex Networks, submitted, arXiv:1703.05355, (2017), 22 pages.
• D. DeFord: Multiplex Dynamics on the World Trade Web, Proc.6th International Conference on Complex Networks and Applications,Studies in Computational Intelligence, Springer, 1111–1123, (2018).
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Multiplex Networks
Time Series Entropy
Complex Time Series
0 2 4 6 8 100
0.2
0.4
0.6
0.8
1
t
Val
ue
123
132
213
231
312
321
0
0.2
0.4
0.6
0.8
11
0 0 0 0 0
#o
ccu
ren
ces
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Multiplex Networks
Time Series Entropy
Complex Time Series
0 2 4 6 8 100
0.2
0.4
0.6
0.8
1
t
Val
ue
123
132
213
231
312
321
0
0.2
0.4
0.6
0.8
11
0 0
1
0 0
#o
ccu
ren
ces
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Multiplex Networks
Time Series Entropy
Complex Time Series
0 2 4 6 8 100
0.2
0.4
0.6
0.8
1
t
Val
ue
123
132
213
231
312
321
0
0.5
1
1.5
2
1
2
1 1
2
0
#o
ccu
ren
ces
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Multiplex Networks
Time Series Entropy
Simple Time Series
0 2 4 6 8 100
2
4
6
8
10
t
Val
ue
123
132
213
231
312
321
0
2
4
6
87
0 0 0 0 0
#o
ccu
ren
ces
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Multiplex Networks
Time Series Entropy
Complexity Measures
Definition (Normalized Permutation Entropy)
NPE({Xi}) = − 1
log(N !)
∑π∈Sn
pπ log(pπ)
Definition (Uniform KL Divergence)
DKL({Xi}||uniform) =∑π∈Sn
pπ log
(pπ1n!
)
Observation
1−NPE({Xi}) =1
log(N !)DKL({Xi}||uniform)
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Multiplex Networks
Time Series Entropy
Complexity Measures
Definition (Normalized Permutation Entropy)
NPE({Xi}) = − 1
log(N !)
∑π∈Sn
pπ log(pπ)
Definition (Uniform KL Divergence)
DKL({Xi}||uniform) =∑π∈Sn
pπ log
(pπ1n!
)
Observation
1−NPE({Xi}) =1
log(N !)DKL({Xi}||uniform)
![Page 72: Dynamics on Multiplex Networkspeople.csail.mit.edu/ddeford/Multi_Entropy_final.pdf · Multiplex Networks Complex Networks Operators on Networks Adjacency Symmetric, binary Eigenvector](https://reader033.vdocument.in/reader033/viewer/2022060421/5f17ac70507eec6b67453bf3/html5/thumbnails/72.jpg)
Multiplex Networks
Time Series Entropy
Complexity Measures
Definition (Normalized Permutation Entropy)
NPE({Xi}) = − 1
log(N !)
∑π∈Sn
pπ log(pπ)
Definition (Uniform KL Divergence)
DKL({Xi}||uniform) =∑π∈Sn
pπ log
(pπ1n!
)
Observation
1−NPE({Xi}) =1
log(N !)DKL({Xi}||uniform)
![Page 73: Dynamics on Multiplex Networkspeople.csail.mit.edu/ddeford/Multi_Entropy_final.pdf · Multiplex Networks Complex Networks Operators on Networks Adjacency Symmetric, binary Eigenvector](https://reader033.vdocument.in/reader033/viewer/2022060421/5f17ac70507eec6b67453bf3/html5/thumbnails/73.jpg)
Multiplex Networks
Time Series Entropy
Stock Data (Closing Prices)
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Multiplex Networks
Time Series Entropy
Stock Data (n=3)
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Multiplex Networks
Time Series Entropy
Stock Data (n=4)
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Multiplex Networks
Time Series Entropy
Stock Data (n=5)
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Multiplex Networks
Time Series Entropy
Stock Data (n=6)
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Multiplex Networks
Time Series Entropy
Random Walk Null Models
Definition (Random Walk)
Let {Xi} be a set of I.I.D. random variables and define {Zi} by
Zj =∑ji=0Xj .
Lemma
If {Zi} are defined as above then either 123 . . . n or n(n− 1)(n− 2) . . . 1occurs with the highest probability.
Corollary
If {Zi} are defined as above and n ≥ 3 then the expected distribution ofpermutations is not uniform.
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Multiplex Networks
Time Series Entropy
New Complexity Measure
Definition (Null Model KL Divergence)
DKLn(X) := DKLn(X||Z) =∑π∈Sn
pπ log
(pπqπ
),
where pπ is the relative frequency of π in X and qπ is the relativefrequency of π in Z.
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Multiplex Networks
Time Series Entropy
Hyperplanes
Example
In order for the pattern 1342 to appear in the random walk time series weneed the following inequalities to hold:
• X1 > 0
• X2 > 0
• X3 < 0
• X3 > X2
• X3 < X1 +X2
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Multiplex Networks
Time Series Entropy
Integration Regions
123
321
312
213
231 132
Y1b
Y2
0b−1
b−1
b
0
(a) (b)
Figure: The regions of integration for patterns in uniform random walks for (a)n = 3 and (b) n = 4, sketched here for b = 0.65.
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Multiplex Networks
Time Series Entropy
Null Distributions (n = 3)
Pattern Normal: µ = 0 Uniform: µ = 0 Uniform: P(Y > 0) = b
{123} 1/4 1/4 b2
{132, 213} 1/8 1/8 (1/2)(1− b)2
{231, 312} 1/8 1/8 (1/2)(b2 + 2b− 1)
{321} 1/4 1/4 (1− b)2
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Multiplex Networks
Time Series Entropy
Null Distributions (n = 4)
Pattern Normal: µ = 0 Uniform: µ = 0 Uniform: P(Y > 0) = b
{1234} 0.1250 1/8 b3
{1243, 2134} 0.0625 1/16 (1/2)b(1 − b)(3b − 1)
{1324} 0.0417 1/24 (1/3)(1 − b)(7b2 − 5b + 1)
{1342, 3124} 0.0208 1/24 (1/6)(1 − b)2(4b − 1)
{1423, 2314} 0.0355 1/48 (1/6)(1 − b)2(5b − 2)
{1432, 2143, 3214} 0.0270 1/48
{(1/6)(2 − 24b + 48b2 − 15b3) if b ≤ 2/3
(b − 1)2(2b − 1) if b > 2/3
{2341, 3412, 4123} 0.0270 1/48 (1/6)(1 − b)3
{2413} 0.0146 1/48 (1/6)(1 − b)3
{2431, 4213} 0.0208 1/24
(1/6)(24b3 − 45b2 + 27b − 5) if b ≤ 2/3
(1/2)(1 − b)3 if b > 2/3
{3142} 0.0146 1/48
{(1/6)(25b3 − 48b2 + 30b − 6) if b ≤ 2/3
(1/3)(1 − b)3 if b > 2/3
{3241, 4132} 0.0355 1/48 (1/6)(1 − b)3
{3421, 4312} 0.0625 1/16 (1/2)(1 − b)3
{4231} 0.0417 1/24 (1/3)(1 − b)3
{4321} 0.1250 1/8 (1 − b)3
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Multiplex Networks
Time Series Entropy
Uniform Steps CCE
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Multiplex Networks
Time Series Entropy
Uniform Steps S&P 500
.05
.10
.15
.20
.25
pπ
.05
.10
.15
.20
.25
pπ
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Multiplex Networks
Time Series Entropy
Data Comparisons
ME
X
NY
C
SP
500
GE
HE
AR
T
RA
ND
NO
RM
RW
0.025
0.05
0.075
0.1
1−
NP
En
(a)
ME
X
NY
C
SP
500
GE
HE
AR
T
RA
ND
NO
RM
RW
0.01
0.02
0.03
0.04
0.05
DK
Ln
(b)
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Multiplex Networks
Time Series Entropy
Stock Market Example
1960 1965 1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
0.025
0.05
0.075
0.10
Year
DK
Ln
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Multiplex Networks
Conclusion
Time Series References
• C. Bandt: Permutation Entropy and Order Patterns in Long TimeSeries, Time Series Analysis and Forecsting, Springer, 2016.
• D. DeFord and K. Moore: Random Walk Null Models for TimeSeries Data, Entropy, 19(11), 615, 2017.
• M. Zanin: Forbidden patterns in financial time series, Chaos 18(2008) 013119.
• M. Zanin, L. Zunino, O.A. Rosso, and D. Papo : PermutationEntropy and Its Main Biomedical and Econophysics Applications: AReview, Entropy 2012, 14, 1553-1577.
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Multiplex Networks
Conclusion
That’s all...
Thank You!