"Estimating Interevent Time Distributions from Finite Observation Periods in Communication Networks"

Here is the latest paper in my "please do this stuff more carefully" series.

People have been getting things wrong when it comes to examining inter-event time (IET) distributions, and there are methods from other fields (e.g., renewal processes) that allow one to correct for biases.

Here are the details of the paper.

Title: Estimating Interevent Time Distributions from Finite Observation Periods in Communication Networks

Authors: Mikko Kivelä and Mason A. Porter

Abstract: A diverse variety of processes––including recurrent disease episodes, neuron firing, and communication patterns among humans––can be described using interevent time (IET) distributions. Many such processes are ongoing, although event sequences are only available during a finite observation window. Because the observation time window is more likely to begin or end during long IETs than during short ones, the analysis of such data is susceptible to a bias induced by the finite observation period. In this paper, we illustrate how this length bias is born and how it can be corrected without assuming any particular shape for the IET distribution. To do this, we model event sequences using stationary renewal processes, and we formulate simple heuristics for determining the severity of the bias. To illustrate our results, we focus on the example of empirical communication networks, which are temporal networks that are constructed from communication events. The IET distributions of such systems guide efforts to build models of human behavior, and the variance of IETs is very important for estimating the spreading rate of information in networks of temporal interactions. We analyze several well-known data sets from the literature, and we find that the resulting bias can lead to systematic underestimates of the variance in the IET distributions and that correcting for the bias can lead to qualitatively different results for the tails of the IET distributions.