Propagation graph estimation from individuals’ time series of observed states

Abstract

Various things propagate through the medium of individuals. Some individuals follow the others and take the states similar to their states a small number of time steps later. In this paper, we study the problem of estimating the state propagation order of individuals from the real-valued state sequences of all the individuals.We propose a method of constructing a state propagation graph from individuals’ time series of observed states. The propagation order estimated by our proposed method is demonstrated to be significantly more accurate than that by a baseline method (optimal constant delay model) for our synthetic datasets, and also to be consistent with visually recognizable propagation orders for the dataset of Japanese stock price time series and biological cell firing state sequences.