Stochastic analysis of epidemics on adaptive time varying networks

Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an ``adaptive threshold,'' i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

Asymptotic theory of time varying networks with memory and heterogeneous activation pattern

In this thesis work we develop a new generative model of social networks belonging to the family of Time Varying Networks. The importance of correctly modelling the mechanisms shaping the growth of a network and the dynamics of the edges activation and inactivation are of central importance in network science. Indeed, by means of generative models that mimic the real-world dynamics of contacts in social networks it is possible to forecast the outcome of an epidemic process, optimize the immunization campaign or optimally spread an information among individuals. This task can now be tackled taking advantage of the recent availability of large-scale, high-quality and time-resolved datasets. This wealth of digital data has allowed to deepen our understanding of the structure and properties of many real-world networks. Moreover, the empirical evidence of a temporal dimension in networks prompted the switch of paradigm from a static representation of graphs to a time varying one. In this work we exploit the Activity-Driven paradigm (a modeling tool belonging to the family of Time-Varying-Networks) to develop a general dynamical model that encodes fundamental mechanism shaping the social networks' topology and its temporal structure: social capital allocation and burstiness. The former accounts for the fact that individuals does not randomly invest their time and social interactions but they rather allocate it toward already known nodes of the network. The latter accounts for the heavy-tailed distributions of the inter-event time in social networks. We then empirically measure the properties of these two mechanisms from seven real-world datasets and develop a data-driven model, analytically solving it. We then check the results against numerical simulations and test our predictions with real-world datasets, finding a good agreement between the two. Moreover, we find and characterize a non-trivial interplay between burstiness and social capital allocation in the parameters phase space. Finally, we present a novel approach to the development of a complete generative model of Time-Varying-Networks. This model is inspired by the Kaufman's adjacent possible theory and is based on a generalized version of the Polya's urn. Remarkably, most of the complex and heterogeneous feature of real-world social networks are naturally reproduced by this dynamical model, together with many high-order topological properties (clustering coefficient, community structure etc.).

Neural networks for time-varying data

This paper reviews some basic issues and methods involved in using neural networks to respond in a desired fashion to a temporally-varying environment. Some popular network models and training methods are introduced. A speech recognition example is then used to illustrate the central difficulty of temporal data processing: learning to notice and remember relevant contextual information. Feedforward network methods are applicable to cases where this problem is not severe. The application of these methods are explained and applications are discussed in the areas of pure mathematics, chemical and physical systems, and economic systems. A more powerful but less practical algorithm for temporal problems, the moving targets algorithm, is sketched and discussed. For completeness, a few remarks are made on reinforcement learning.

An artificial immune system for continuous analysis of time-varying data

M. Neal, An Artificial Immune System for Continuous Analysis of Time-Varying Data, in Proceedings of the 1st International Conference on Artificial Immune Systems (ICARIS), 2002, eds J Timmis and P J Bentley, volume 1, pages 76-85,

Evaluating distributed time-varying generation through a multiobjective index

In the last decade, distributed generation, with its various technologies, has increased its presence in the energy mix presenting distribution networks with challenges in terms of evaluating the technical impacts that require a wide range of network operational effects to be qualified and quantified. The inherent time-varying behavior of demand and distributed generation (particularly when renewable sources are used), need to be taken into account since considering critical scenarios of loading and generation may mask the impacts. One means of dealing with such complexity is through the use of indices that indicate the benefit or otherwise of connections at a given location and for a given horizon. This paper presents a multiobjective performance index for distribution networks with time-varying distributed generation which consider a number of technical issues. The approach has been applied to a medium voltage distribution network considering hourly demand and wind speeds. Results show that this proposal has a better response to the natural behavior of loads and generation than solely considering a single operation scenario.

On the k-anonymization of time-varying and multi-layer social graphs

The popularity of online social media platforms provides an unprecedented opportunity to study real-world complex networks of interactions. However, releasing this data to researchers and the public comes at the cost of potentially exposing private and sensitive user information. It has been shown that a naive anonymization of a network by removing the identity of the nodes is not sufficient to preserve users’ privacy. In order to deal with malicious attacks, k -anonymity solutions have been proposed to partially obfuscate topological information that can be used to infer nodes’ identity. In this paper, we study the problem of ensuring k anonymity in time-varying graphs, i.e., graphs with a structure that changes over time, and multi-layer graphs, i.e., graphs with multiple types of links. More specifically, we examine the case in which the attacker has access to the degree of the nodes. The goal is to generate a new graph where, given the degree of a node in each (temporal) layer of the graph, such a node remains indistinguishable from other k-1 nodes in the graph. In order to achieve this, we find the optimal partitioning of the graph nodes such that the cost of anonymizing the degree information within each group is minimum. We show that this reduces to a special case of a Generalized Assignment Problem, and we propose a simple yet effective algorithm to solve it. Finally, we introduce an iterated linear programming approach to enforce the realizability of the anonymized degree sequences. The efficacy of the method is assessed through an extensive set of experiments on synthetic and real-world graphs.

Time-varying airy pulses

Pulses in the form of the Airy function as solutions to an equation similar to the Schrodinger equation but with opposite roles of the time and space variables are derived. The pulses are generated by an Airy time varying field at a source point and propagate in vacuum preserving their shape and magnitude. The pulse motion is decelerating according to a quadratic law. Its velocity changes from infinity at the source point to zero in infinity. These one dimensional results are extended to the 3D+time case for a similar Airy-Bessel pulse with the same behaviour, the non-diffractive preservation and the deceleration. This pulse is excited by the field at a plane aperture perpendicular to the direction of the pulse propagation. © 2011 IEEE.

Delay-dependent robust H-infinity control for uncertain systems with time-varying delay

This paper proposes a new approach for delay-dependent robust H-infinity stability analysis and control synthesis of uncertain systems with time-varying delay. The key features of the approach include the introduction of a new Lyapunov–Krasovskii functional, the construction of an augmented matrix with uncorrelated terms, and the employment of a tighter bounding technique. As a result, significant performance improvement is achieved in system analysis and synthesis without using either free weighting matrices or model transformation. Examples are given to demonstrate the effectiveness of the proposed approach.

New Approach on Robust Delay-Dependent H∞ Control for Uncertain T-S Fuzzy Systems With Interval Time-Varying Delay

This paper investigates the robust H∞ control for Takagi-Sugeno (T-S) fuzzy systems with interval time-varying delay. By employing a new and tighter integral inequality and constructing an appropriate type of Lyapunov functional, delay-dependent stability criteria are derived for the control problem. Because neither any model transformation nor free weighting matrices are employed in our theoretical derivation, the developed stability criteria significantly improve and simplify the existing stability conditions. Also, the maximum allowable upper delay bound and controller feedback gains can be obtained simultaneously from the developed approach by solving a constrained convex optimization problem. Numerical examples are given to demonstrate the effectiveness of the proposed methods.

Contributions of vision-proprioception interactions to the estimation of time-varying hand and target locations

We investigated the relative importance of vision and proprioception in estimating target and hand locations in a dynamic environment. Subjects performed a position estimation task in which a target moved horizontally on a screen at a constant velocity and then disappeared. They were asked to estimate the position of the invisible target under two conditions: passively observing and manually tracking. The tracking trials included three visual conditions with a cursor representing the hand position: always visible, disappearing simultaneously with target disappearance, and always invisible. The target’s invisible displacement was systematically underestimated during passive observation. In active conditions, tracking with the visible cursor significantly decreased the extent of underestimation. Tracking of the invisible target became much more accurate under this condition and was not affected by cursor disappearance. In a second experiment, subjects were asked to judge the position of their unseen hand instead of the target during tracking movements. Invisible hand displacements were also underestimated when compared with the actual displacement. Continuous or brief presentation of the cursor reduced the extent of underestimation. These results suggest that vision–proprioception interactions are critical for representing exact target–hand spatial relationships, and that such sensorimotor representation of hand kinematics serves a cognitive function in predicting target position. We propose a hypothesis that the central nervous system can utilize information derived from proprioception and/or efference copy for sensorimotor prediction of dynamic target and hand positions, but that effective use of this information for conscious estimation requires that it be presented in a form that corresponds to that used for the estimations.

Forecasting time-varying value-at-risk

In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to measure risk and VaR: through volatility and through percentiles. Large volatility in financial returns implies greater probability of large losses, but also larger probability of large profits. Percentiles describe tail behaviour. The estimation of VaR is a complex task. It is important to know the main characteristics of financial data to choose the best model. The existing literature is very wide, maybe controversial, but helpful in drawing a picture of the problem. It is commonly recognised that financial data are characterised by heavy tails, time-varying volatility, asymmetric response to bad and good news, and skewness. Ignoring any of these features can lead to underestimating VaR with a possible ultimate consequence being the default of the protagonist (firm, bank or investor). In recent years, skewness has attracted special attention. An open problem is the detection and modelling of time-varying skewness. Is skewness constant or there is some significant variability which in turn can affect the estimation of VaR? This thesis aims to answer this question and to open the way to a new approach to model simultaneously time-varying volatility (conditional variance) and skewness. The new tools are modifications of the Generalised Lambda Distributions (GLDs). They are four-parameter distributions, which allow the first four moments to be modelled nearly independently: in particular we are interested in what we will call para-moments, i.e., mean, variance, skewness and kurtosis. The GLDs will be used in two different ways. Firstly, semi-parametrically, we consider a moving window to estimate the parameters and calculate the percentiles of the GLDs. Secondly, parametrically, we attempt to extend the GLDs to include time-varying dependence in the parameters. We used the local linear regression to estimate semi-parametrically conditional mean and conditional variance. The method is not efficient enough to capture all the dependence structure in the three indices —ASX 200, S&P 500 and FT 30—, however it provides an idea of the DGP underlying the process and helps choosing a good technique to model the data. We find that GLDs suggest that moments up to the fourth order do not always exist, there existence appears to vary over time. This is a very important finding, considering that past papers (see for example Bali et al., 2008; Hashmi and Tay, 2007; Lanne and Pentti, 2007) modelled time-varying skewness, implicitly assuming the existence of the third moment. However, the GLDs suggest that mean, variance, skewness and in general the conditional distribution vary over time, as already suggested by the existing literature. The GLDs give good results in estimating VaR on three real indices, ASX 200, S&P 500 and FT 30, with results very similar to the results provided by historical simulation.