Campuses:

Methods for estimating network change points for multivariate time series

Thursday, February 22, 2018 - 3:10pm - 3:50pm
Lind 305
Ivor Cribben (University of Alberta)
Spectral clustering is a computationally feasible and model-free method widely used in the identification of communities in networks. We introduce a data-driven method, which detects change points in the network structure of a multivariate time series, with each component of the time series represented by a node in the network. Spectral clustering allows us to consider high dimensional time series where the number of time series is greater than the number of time points (n