Evolution backcasting of edge flows from partial observations using simplicial vector autoregressive models

Abstract

This paper proposes a novel algorithm to retroactively compute the evolution of edge signals from a given sequence of partial observations from topological structures, a concept referred to as evolution backcasting. Our backcasting algorithm exploits the spatio-temporal dependencies present in the real-world edge signals using the simplicial vector autoregressive (S-VAR) model. The proposed algorithm jointly estimates the S-VAR filter coefficients and recovers missing data from the partial observations. Subsequently, the algorithm capitalizes on the learned S-VAR model and the reconstructed signals to execute the backcasting of edge signal evolution. Using traffic and water distribution networks as case studies, we showcase the superior capabilities of our algorithm compared with baseline alternatives.