Figure 3
From: Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model
AUC statistics compared to \(\beta (t)\) in applications of DyNoKIM. (a) AUC values for stock price activity on November 19, 2019 aggregated for different values of \(\beta (t)\), compared to the theoretical expected AUC with Gaussian \(g_i(t)\) and to the performance with constant \(\beta\); (b) AUC values for link prediction in the SocioPatterns dataset, compared with the theoretical expected AUC and the constant \(\beta\) benchmark.
