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Successful network inference from time-series data using mutual information rate.

E Bianco-Martinez1, N Rubido1, Ch G Antonopoulos2

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This study introduces a new information-based method using Mutual Information Rate (MIR) to map connections in complex systems from time-series data. The technique accurately identifies network structures, even with noisy or varied data, outperforming traditional methods.

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Area of Science:

  • Complex Systems Analysis
  • Information Theory
  • Dynamical Systems

Background:

  • Inferring connectivity in complex systems from time-series data is crucial for understanding their behavior.
  • Traditional methods may struggle with heterogeneous networks or varying data characteristics.

Purpose of the Study:

  • To develop and validate an information-based methodology for inferring complex system connectivity.
  • To introduce a robust method for estimating Mutual Information Rate (MIR) from noisy, low-resolution time-series data.

Main Methods:

  • Analytical derivation of an expression for Mutual Information Rate (MIR).
  • Application of normalized MIR for connectivity inference in small networks of dynamical systems.
  • Testing the methodology on heterogeneous networks with varying lengths, coupling strengths, and additive noise.

Main Results:

  • Successfully inferred connectivity in complex systems using the derived MIR expression.
  • Demonstrated robustness to heterogeneous network structures, time-series lengths, coupling strengths, and additive noise.
  • Showcased superior performance over standard Mutual Information in networks with differing node time-scale dynamics.

Conclusions:

  • The proposed MIR-based methodology offers a powerful tool for network connectivity inference.
  • This approach is effective even in challenging conditions where traditional methods fail, such as differing time scales.
  • The method advances the analysis of complex dynamical systems.