BBAuthors: Agrawal, Saurabh; Advisor: -; Participants: Steinbach, Michael; Boley, Daniel; Chatterjee, Snigdhansu; Atluri, Gowtham; Dang, Anh The; Liess, Stefan; Kumar, Vipin (2020)
In many domains, there is significant interest in capturing novel relationships between time series that represent activities recorded at different nodes of a highly complex system. In this paper, we introduce multipoles, a novel class of linear relationships between more than two time series. A multipole is a set of time series that have strong linear dependence among themselves, with the requirement that each time series makes a significant contribution to the linear dependence. We demonstrate that most interesting multipoles can be identified as cliques of negative correlations in a correlation network. Such cliques are typically rare in a real-world correlation network, which allo...