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.