Enabling prediction via multi-layer graph inference and sampling

In this work we propose a novel method to efficiently predict dynamic signals over both space and time, exploiting the theory of sampling and recovery of band-limited graph signals. The approach hinges on a multi-layer graph topology, where each layer refers to a spatial map of points where the signal is observed at a given time, whereas different layers pertain to different time instants. Then, a dynamic learning method is employed to infer space-time relationships among data in order to find a band-limited representation of the observed signal over the multi-layer graph. Such a parsimonious representation is then instrumental to use sampling theory over graphs to predict the value of the signal on a future layer, based on the observations over the past graphs. The method is then tested on a real data-set, which contains the outgoing cellular data traffic over the city of Milan. Numerical simulations illustrate how the proposed approach is very efficient in predicting the calls activity over a grid of nodes at a given daily hour, based on the observations of previous traffic activity over both space and time.