Analysis and Visualisation of Time Series Data on Networks with Pathpy
Companion Proceedings of the Web Conference 2021 (2021)
with Jürgen Hackl, Ingo Scholtes, Luka V Petrović, Vincenzo Perri, Luca Verginer and Christoph Gote
DOI Link PDF BibtexAbstract
The Open Source software package pathpy, available at https://www.pathpy.net, implements statistical techniques to learn optimal graphical models for the causal topology generated by paths in time-series data. Operationalizing Occam's razor, these models balance model complexity with explanatory power for empirically observed paths in relational time series. Standard network analysis is justified if the inferred optimal model is a first-order network model. Optimal models with orders larger than one indicate higher-order dependencies and can be used to improve the analysis of dynamical processes, node centralities and clusters.