— There are several types of processes which can be modeled explicitly by recording the interactions between a set of actors over time. In such applications, a common objective is, given a series of observations, to predict exactly when certain interactions will occur in the future. We propose a representation for this type of temporal data and a generic, streaming, adaptive algorithm to predict the pattern of interactions at any arbitrary point in the future. We test our algorithm on predicting patterns in e-mail logs, correlations between stock closing prices, and social grouping in herds of Plains zebras. Our algorithm averages over 85% accuracy in predicting a set of interactions at any unseen timestep. To the best of our knowledge, this is the first algorithm that predicts interactions at the finest possible time grain.
Mayank Lahiri, Tanya Y. Berger-Wolf