Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model.

ABSTRACT: A common issue when analyzing real-world complex systems is that the interactions between their elements often change over time. Here we propose a new modeling approach for time-varying interactions generalising the well-known Kinetic Ising Model, a minimalistic pairwise constant interactions model which has found applications in several scientific disciplines. Keeping arbitrary choices of dynamics to a minimum and seeking information theoretical optimality, the Score-Driven methodology allows to extract from data and interpret the presence of temporal patterns describing time-varying interactions. We identify a parameter whose value at a given time can be directly associated with the local predictability of the dynamics and we introduce a method to dynamically learn its value from the dat

SUBMITTER: Campajola C 

PROVIDER: S-EPMC9652375 | biostudies-literature | 2022 Nov

REPOSITORIES: biostudies-literature