Kernel-based reconstruction of space-time functions via extended graphs

Abstract

Signals evolving over graphs emerge naturally in a number of applications related to network science. A frequently encountered challenge pertains to reconstructing such signals given their values on subsets of vertices at possibly different time instants. Spatiotemporal dynamics can be leveraged so that a small number of vertices suffices to achieve accurate reconstruction. The present paper broadens the existing kernel-based graph-function reconstruction framework to handle time-evolving functions over (possibly dynamic) graphs. The proposed approach introduces the novel notion of graph extension to enable kernel-based estimators over time and space. Numerical tests with real data corroborate that judiciously capturing time-space dynamics markedly improves reconstruction performance.