SearcharxivSearch

arXiv subjects

Charlotte Fowler

Publications and source records attributed to Charlotte Fowler.

3 recordsLinked to original sources

On the Role of Time Series Clustering in Traffic Matrix Prediction

This paper analyzes the role of time-series clustering in traffic matrix (TM) prediction. Traffic flows within a TM often exhibit heterogeneous behavior, which can reduce the effectiveness of global forecasting models that predict all flows jointly. To address this, we propose a clustering-based prediction framework that groups flows into smaller subsets and trains separate predictors for each group. Four traffic-flow representations for clustering are explored, namely, histogram, autocorrelation function (ACF), power spectral density (PSD), and na\"ive partitioning, and how the representation choice and the number of clusters affect prediction performance. Experiments using the publicly available Abilene and G\'EANT datasets show that clustering consistently improves over global forecasting baselines, while remaining substantially less costly than local prediction. The results further show that most of the performance gain is achieved at moderate values of K, with diminishing returns as the number of clusters increases. Although different clustering representations produce different partitions of the traffic flows, they often achieve similar root mean squared error (RMSE). This suggests that the main benefit of clustering lies in decomposing the TM prediction task into smaller subproblems, while the exact cluster structure plays a more limited role in determining overall prediction accuracy.

cs.NI

Causal estimands and identification of time-varying effects in non-stationary time series from N-of-1 mobile device data

Mobile technology (mobile phones and wearable devices) generates continuous data streams encompassing outcomes, exposures and covariates, presented as intensive longitudinal or multivariate time series data. The high frequency of measurements enables granular and dynamic evaluation of treatment effect, revealing their persistence and accumulation over time. Existing methods predominantly focus on the contemporaneous effect, temporal-average, or population-average effects, assuming stationarity or invariance of treatment effects over time, which are inadequate both conceptually and statistically to capture dynamic treatment effects in personalized mobile health data. We here propose new causal estimands for multivariate time series in N-of-1 studies. These estimands summarize how time-varying exposures impact outcomes in both short- and long-term. We propose identifiability assumptions and a g-formula estimator that accounts for exposure-outcome and outcome-covariate feedback. The g-formula employs a state space model framework innovatively to accommodate time-varying behavior of treatment effects in non-stationary time series. We apply the proposed method to a multi-year smartphone observational study of bipolar patients and estimate the dynamic effect of phone-based communication on mood of patients with bipolar disorder in an N-of-1 setting. Our approach reveals substantial heterogeneity in treatment effects over time and across individuals. A simulation-based strategy is also proposed for the development of a short-term, dynamic, and personalized treatment recommendation based on patient's past information, in combination with a novel positivity diagnostics plot, validating proper causal inference in time series data.

stat.ME

Testing unit root non-stationarity in the presence of missing data in univariate time series of mobile health studies

The use of digital devices to collect data in mobile health (mHealth) studies introduces a novel application of time series methods, with the constraint of potential data missing at random (MAR) or missing not at random (MNAR). In time series analysis, testing for stationarity is an important preliminary step to inform appropriate later analyses. The augmented Dickey-Fuller (ADF) test was developed to test the null hypothesis of unit root non-stationarity, under no missing data. Beyond recommendations under data missing completely at random (MCAR) for complete case analysis or last observation carry forward imputation, researchers have not extended unit root non-stationarity testing to a context with more complex missing data mechanisms. Multiple imputation with chained equations, Kalman smoothing imputation, and linear interpolation have also been proposed for time series data, however such methods impose constraints on the autocorrelation structure, and thus impact unit root testing. We propose maximum likelihood estimation and multiple imputation using state space model approaches to adapt the ADF test to a context with missing data. We further develop sensitivity analysis techniques to examine the impact of MNAR data. We evaluate the performance of existing and proposed methods across different missing mechanisms in extensive simulations and in their application to a multi-year smartphone study of bipolar patients.

stat.ME