SearcharxivSearch

arXiv subjects

Matthew Roughan

Publications and source records attributed to Matthew Roughan.

At least 19 recordsLinked to original sources

A time-series classification framework for individual-level absenteeism prediction under severe class imbalance

Staff absenteeism imposes substantial operational costs in high-demand work environments such as healthcare, emergency services, meat processing, construction, and courier and delivery services, where proactive workforce planning depends on reliable individual-level absence prediction. Existing regression and classification approaches share a structural limitation; they map features observed at time t to labels at the same time t, reproducing already-realised outcomes rather than predicting future events, and discard the sequential behavioural structure inherent in individual attendance histories. We propose a Time Series Classification (TSC) framework that separates historical attendance sequences from future absence labels, enabling genuinely proactive prediction. Due to the lack of public longitudinal attendance data, we construct a reproducible simulated dataset calibrated to the UCI dataset. We analyse Binary Focal Loss (BFL) and Geometric Mean (G-Mean) loss under severe class imbalance using only the imbalance ratio $\rho$. For BFL, the initial gradient ratio is $\rho\alpha/(1-\alpha)$, implying the balanced weight $\alpha = 1/(1+\rho) \approx 0.023$. Experiments show that performance is governed mainly by $\alpha$, with BFL achieving specificity 0.813 and balanced accuracy 0.888, comparable to G-Mean. Unlike BFL, G-Mean adapts automatically without parameter calibration. Among three deep learning architectures evaluated, Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN), and the hybrid LSTM-Fully Convolutional Network (LSTM-FCN), the LSTM-FCN delivers strong precision and specificity. Stable performance is obtained with batch sizes >= 64 and window sizes between 40-80 days, yielding balanced accuracy of approximately 80% on held-out test data.

cs.AI

Learning Moral Diversity: Modelling Individual Perspectives in Moral Classification of Texts

Understanding moral values in social media text offers insight into moral judgement formation, and supervised NLP models trained on crowdsourced data have achieved strong classification performance. However, most approaches simplify the problem by aggregating multiple annotators' labels into a single "ground truth", overlooking the inherent subjectivity of the task. In practice, there are disagreements between annotators caused by personal viewpoint or inherent ambiguities, particularly for short tweets. Here, we extend a pretrained language model with a layer that learns annotator-specific features. Our model improves predictions of individual annotations and yields representations that reveal meaningful insights into annotators' moral perspectives. We show that models trained on aggregated labels may hide variation and give a misleading impression of performance. Overall, we demonstrate that disagreement reflects the inherent subjectivity of the task and that modelling individual perspectives creates benefits for moral classification of texts.

cs.CL

Robustness Analysis of Australia's Internet Using a Multilayer Network Model

Australia depends on an Internet built from multiple networks of long-haul links. We study the interactions of these independent provider networks to investigate how the peering between these networks provides redundancy for failures on a single network, as well as the potential vulnerabilities introduced by failures of Shared Risk Link Groups (SRLGs), whereby ostensibly independent links of different providers fail simultaneously due to joint physical dependencies such as shared conduits. We introduce a generalised multilayer network model in which each layer represents the network of an individual Internet Service Provider (ISP), along with an Internet Exchange Point (IXP) layer that facilitates interconnections between ISP networks. We construct an Australia-specific model, consisting of six major ISPs. A failure analysis is performed on this network, revealing that diversity provides redundancy, even in the presence of shared risks, indicating the importance of a diverse network ecosystem.

cs.NI

A faster algorithm for efficient longest common substring calculation for non-parametric entropy estimation in sequential data

Non-parametric entropy estimation on sequential data is a fundamental tool in signal processing, capturing information flow within or between processes to measure predictability, redundancy, or similarity. Methods based on longest common substrings (LCS) provide a non-parametric estimate of typical set size but are often inefficient, limiting use on real-world data. We introduce LCSFinder, a new algorithm that improves the worst-case performance of LCS calculations from cubic to log-linear time. Although built on standard algorithmic constructs - including sorted suffix arrays and persistent binary search trees - the details require care to provide the matches required for entropy estimation on dynamically growing sequences. We demonstrate that LCSFinder achieves dramatic speedups over existing implementations on real and simulated data, enabling entropy estimation at scales previously infeasible in practical signal processing.

cs.DS

Transitivity Preserving Projection in Directed Hypergraphs

Directed hypergraphs are vital for modeling complex polyadic relationships in domains such as discrete mathematics, computer science, network security, and systems modeling. However, their inherent complexity often impedes effective visualization and analysis, particularly for large graphs. This paper introduces a novel Transitivity Preserving Projection (TPP) to address the limitations of the computationally intensive Basu and Blanning projection (BBP), which can paradoxically increase complexity by flattening transitive relationships. TPP offers a minimal and complete representation of relationships within a chosen subset of elements, capturing only irreducible dominant metapaths to ensure the smallest set of edges while preserving all essential transitive and direct connections. This approach significantly enhances visualization by reducing edge proliferation and maintains the integrity of the original hypergraph's structure. We develop an efficient algorithm leveraging the set-trie data structure, reducing the computational complexity from an exponential number of metapath searches in BBP to a linear number of metapath searches with polynomial-time filtering, enabling scalability for real-world applications. Experimental results demonstrate TPP's superior performance, completing projections in seconds on graphs where BBP fails to terminate within 24 hours. By providing a minimal yet complete view of relationships, TPP supports applications in network security and supply

cs.DS

Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe)

Causal networks offer an intuitive framework to understand influence structures within time series systems. However, the presence of cycles can obscure dynamic relationships and hinder hierarchical analysis. These networks are typically identified through multivariate predictive modelling, but enforcing acyclic constraints significantly increases computational and analytical complexity. Despite recent advances, there remains a lack of simple, flexible approaches that are easily tailorable to specific problem instances. We propose an evolutionary approach to fitting acyclic vector autoregressive processes and introduces a novel hierarchical representation that directly models structural elements within a time series system. On simulated datasets, our model retains most of the predictive accuracy of unconstrained models and outperforms permutation-based alternatives. When applied to a dataset of 100 cryptocurrency return series, our method generates acyclic causal networks capturing key structural properties of the unconstrained model. The acyclic networks are approximately sub-graphs of the unconstrained networks, and most of the removed links originate from low-influence nodes. Given the high levels of feature preservation, we conclude that this cryptocurrency price system functions largely hierarchically. Our findings demonstrate a flexible, intuitive approach for identifying hierarchical causal networks in time series systems, with broad applications to fields like econometrics and social network analysis.

q-fin.ST

Evolutionary Generation of Random Surreal Numbers for Benchmarking

There are many areas of scientific endeavour where large, complex datasets are needed for benchmarking. Evolutionary computing provides a means towards creating such sets. As a case study, we consider Conway's Surreal numbers. They have largely been treated as a theoretical construct, with little effort towards empirical study, at least in part because of the difficulty of working with all but the smallest numbers. To advance this status, we need efficient algorithms, and in order to develop such we need benchmark data sets of surreal numbers. In this paper, we present a method for generating ensembles of random surreal numbers to benchmark algorithms. The approach uses an evolutionary algorithm to create the benchmark datasets where we can analyse and control features of the resulting test sets. Ultimately, the process is designed to generate networks with defined properties, and we expect this to be useful for other types of network data.

cs.NE

Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression

Financial networks can be constructed using statistical dependencies found within the price series of speculative assets. Across the various methods used to infer these networks, there is a general reliance on predictive modelling to capture cross-correlation effects. These methods usually model the flow of mean-response information, or the propagation of volatility and risk within the market. Such techniques, though insightful, don't fully capture the broader distribution-level causality that is possible within speculative markets. This paper introduces a novel approach, combining quantile regression with a piecewise linear embedding scheme - allowing us to construct causality networks that identify the complex tail interactions inherent to financial markets. Applying this method to 260 cryptocurrency return series, we uncover significant tail-tail causal effects and substantial causal asymmetry. We identify a propensity for coins to be self-influencing, with comparatively sparse cross variable effects. Assessing all link types in conjunction, Bitcoin stands out as the primary influencer - a nuance that is missed in conventional linear mean-response analyses. Our findings introduce a comprehensive framework for modelling distributional causality, paving the way towards more holistic representations of causality in financial markets.

q-fin.ST

Modified CMA-ES Algorithm for Multi-Modal Optimization: Incorporating Niching Strategies and Dynamic Adaptation Mechanism

This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's ability to maintain diversity and explore complex fitness landscapes. We incorporate niching strategies and dynamic adaptation mechanisms to refine the algorithm's performance in identifying and optimizing multiple global optima. The algorithm generates a population of candidate solutions by sampling from a multivariate normal distribution centered around the current mean vector, with the spread determined by the step size and covariance matrix. Each solution's fitness is evaluated as a weighted sum of its contributions to all global minima, maintaining population diversity and preventing premature convergence. We implemented the algorithm on 8 tunable composite functions for the GECCO 2024 Competition on Benchmarking Niching Methods for Multi-Modal Optimization (MMO), adhering to the competition's benchmarking framework. The results are presenting in many ways such as Peak Ratio, F1 score on various dimensions. They demonstrate the algorithm's robustness and effectiveness in handling both global optimization and MMO- specific challenges, providing a comprehensive solution for complex multi-modal optimization problems.

cs.NE

Optimal Proposal Particle Filters for Detecting Anomalies and Manoeuvres from Two Line Element Data

Detecting anomalous behaviour of satellites is an important goal within the broader task of space situational awareness. The Two Line Element (TLE) data published by NORAD is the only widely-available, comprehensive source of data for satellite orbits. We present here a filtering approach for detecting anomalies in satellite orbits from TLE data. Optimal proposal particle filters are deployed to track the state of the satellites' orbits. New TLEs that are unlikely given our belief of the current orbital state are designated as anomalies. The change in the orbits over time is modelled using the SGP4 model with some adaptations. A model uncertainty is derived to handle the errors in SGP4 around singularities in the orbital elements. The proposed techniques are evaluated on a set of 15 satellites for which ground truth is available and the particle filters are shown to be superior at detecting the subtle in-track and cross-track manoeuvres in the simulated dataset, as well as providing a measure of uncertainty of detections.

astro-ph.EP

Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks

Methodologies to infer financial networks from the price series of speculative assets vary, however, they generally involve bivariate or multivariate predictive modelling to reveal causal and correlational structures within the time series data. The required model complexity intimately relates to the underlying market efficiency, where one expects a highly developed and efficient market to display very few simple relationships in price data. This has spurred research into the applications of complex nonlinear models for developed markets. However, it remains unclear if simple models can provide meaningful and insightful descriptions of the dependency and interconnectedness of the rapidly developed cryptocurrency market. Here we show that multivariate linear models can create informative cryptocurrency networks that reflect economic intuition, and demonstrate the importance of high-influence nodes. The resulting network confirms that node degree, a measure of influence, is significantly correlated to the market capitalisation of each coin ($ρ=0.193$). However, there remains a proportion of nodes whose influence extends beyond what their market capitalisation would imply. We demonstrate that simple linear model structure reveals an inherent complexity associated with the interconnected nature of the data, supporting the use of multivariate modelling to prevent surrogate effects and achieve accurate causal representation. In a reductive experiment we show that most of the network structure is contained within a small portion of the network, consistent with the Pareto principle, whereby a fraction of the inputs generates a large proportion of the effects. Our results demonstrate that simple multivariate models provide nontrivial information about cryptocurrency market dynamics, and that these dynamics largely depend upon a few key high-influence coins.

physics.soc-ph

The entropy rate of Linear Additive Markov Processes

This work derives a theoretical value for the entropy of a Linear Additive Markov Process (LAMP), an expressive model able to generate sequences with a given autocorrelation structure. While a first-order Markov Chain model generates new values by conditioning on the current state, the LAMP model takes the transition state from the sequence's history according to some distribution which does not have to be bounded. The LAMP model captures complex relationships and long-range dependencies in data with similar expressibility to a higher-order Markov process. While a higher-order Markov process has a polynomial parameter space, a LAMP model is characterised only by a probability distribution and the transition matrix of an underlying first-order Markov Chain. We prove that the theoretical entropy rate of a LAMP is equivalent to the theoretical entropy rate of the underlying first-order Markov Chain. This surprising result is explained by the randomness introduced by the random process which selects the LAMP transitioning state, and provides a tool to model complex dependencies in data while retaining useful theoretical results. We use the LAMP model to estimate the entropy rate of the LastFM, BrightKite, Wikispeedia and Reuters-21578 datasets. We compare estimates calculated using frequency probability estimates, a first-order Markov model and the LAMP model, and consider two approaches to ensuring the transition matrix is irreducible. In most cases the LAMP entropy rates are lower than those of the alternatives, suggesting that LAMP model is better at accommodating structural dependencies in the processes.

cs.IT

Wide-scale Monitoring of Satellite Lifetimes: Pitfalls and a Benchmark Dataset

An important task within the broader goal of Space Situational Awareness (SSA) is to observe changes in the orbits of satellites, where the data spans thousands of objects over long time scales (decades). The Two-Line Element (TLE) data provided by the North American Aerospace Defense Command is the most comprehensive and widely-available dataset cataloguing the orbits of satellites. This makes it a highly-attractive data source on which to perform this observation. However, when attempting to infer changes in satellite behaviour from TLE data, there are a number of potential pitfalls. These mostly relate to specific features of the TLE data which are not always clearly documented in the data sources or popular software packages for manipulating them. These quirks produce a particularly hazardous data type for researchers from adjacent disciplines (such as anomaly detection or machine learning). We highlight these features of TLE data and the resulting pitfalls in order to save future researchers from being trapped. A seperate, significant, issue is that existing contributions to manoeuvre detection from TLE data evaluate their algorithms on different satellites, making comparison between these methods difficult. Moreover, the ground-truth in these datasets is often poor quality, sometimes being based on subjective human assessment. We therefore release and describe in-depth an open, curated, benchmark dataset containing TLE data for 15 satellites alongside high-quality ground-truth manoeuvre timestamps.

astro-ph.EP

Information flow estimation: a study of news on Twitter

News media has long been an ecosystem of creation, reproduction, and critique, where news outlets report on current events and add commentary to ongoing stories. Understanding the dynamics of news information creation and dispersion is important to accurately ascribe credit to influential work and understand how societal narratives develop. These dynamics can be modelled through a combination of information-theoretic natural language processing and networks; and can be parameterised using large quantities of textual data. However, it is challenging to see "the wood for the trees", i.e., to detect small but important flows of information in a sea of noise. Here we develop new comparative techniques to estimate temporal information flow between pairs of text producers. Using both simulated and real text data we compare the reliability and sensitivity of methods for estimating textual information flow, showing that a metric that normalises by local neighbourhood structure provides a robust estimate of information flow in large networks. We apply this metric to a large corpus of news organisations on Twitter and demonstrate its usefulness in identifying influence within an information ecosystem, finding that average information contribution to the network is not correlated with the number of followers or the number of tweets. This suggests that small local organisations and right-wing organisations which have lower average follower counts still contribute significant information to the ecosystem. Further, the methods are applied to smaller full-text datasets of specific news events across news sites and Russian troll accounts on Twitter. The information flow estimation reveals and quantifies features of how these events develop and the role of groups of trolls in setting disinformation narratives.

physics.soc-ph

#IStandWithPutin versus #IStandWithUkraine: The interaction of bots and humans in discussion of the Russia/Ukraine war

The 2022 Russian invasion of Ukraine emphasises the role social media plays in modern-day warfare, with conflict occurring in both the physical and information environments. There is a large body of work on identifying malicious cyber-activity, but less focusing on the effect this activity has on the overall conversation, especially with regards to the Russia/Ukraine Conflict. Here, we employ a variety of techniques including information theoretic measures, sentiment and linguistic analysis, and time series techniques to understand how bot activity influences wider online discourse. By aggregating account groups we find significant information flows from bot-like accounts to non-bot accounts with behaviour differing between sides. Pro-Russian non-bot accounts are most influential overall, with information flows to a variety of other account groups. No significant outward flows exist from pro-Ukrainian non-bot accounts, with significant flows from pro-Ukrainian bot accounts into pro-Ukrainian non-bot accounts. We find that bot activity drives an increase in conversations surrounding angst (with p = 2.450 x 1e-4) as well as those surrounding work/governance (with p = 3.803 x 1e-18). Bot activity also shows a significant relationship with non-bot sentiment (with p = 3.76 x 1e-4), where we find the relationship holds in both directions. This work extends and combines existing techniques to quantify how bots are influencing people in the online conversation around the Russia/Ukraine invasion. It opens up avenues for researchers to understand quantitatively how these malicious campaigns operate, and what makes them impactful.

physics.soc-ph

Performance Analysis: Discovering Semi-Markov Models From Event Logs

Process mining is a well-established discipline of data analysis focused on the discovery of process models from information systems' event logs. Recently, an emerging subarea of process mining, known as stochastic process discovery, has started to evolve. Stochastic process discovery considers frequencies of events in the event data and allows for a more comprehensive analysis. In particular, when the durations of activities are presented in the event log, performance characteristics of the discovered stochastic models can be analyzed, e.g., the overall process execution time can be estimated. Existing performance analysis techniques usually discover stochastic process models from event data, and then simulate these models to evaluate their execution times. These methods rely on empirical approaches. This paper proposes analytical techniques for performance analysis that allow for the derivation of statistical characteristics of the overall processes' execution times in the presence of arbitrary time distributions of events modeled by semi-Markov processes. The proposed methods include express analysis, focused on the mean execution time estimation, and full analysis techniques that build probability density functions (PDFs) of process execution times in both continuous and discrete forms. These methods are implemented and tested on real-world event data, demonstrating their potential for what-if analysis by providing solutions without resorting to simulation. Specifically, we demonstrated that the discrete approach is more time-efficient for small duration support sizes compared to the simulation technique. Furthermore, we showed that the continuous approach, with PDFs represented as Mixtures of Gaussian Models (GMMs), facilitates the discovery of more compact and interpretable models.

cs.DB

Boolean Expressions in Firewall Analysis

Firewall policies are an important line of defence in cybersecurity, specifying which packets are allowed to pass through a network and which are not. These firewall policies are made up of a list of interacting rules. In practice, firewall can consist of hundreds or thousands of rules. This can be very difficult for a human to correctly configure. One proposed solution is to model firewall policies as Boolean expressions and use existing computer programs such as SAT solvers to verify that the firewall satisfies certain conditions. This paper takes an in-depth look at the Boolean expressions that represent firewall policies. We present an algorithm that translates a list of firewall rules into a Boolean expression in conjunctive normal form (CNF) or disjunctive normal form (DNF). We also place an upper bound on the size of the CNF and DNF that is polynomial in the number of rules in the firewall policy. This shows that past results suggesting a combinatorial explosion when converting from a Boolean expression in CNF to one in DNF does note occur in the context of firewall analysis

cs.CR