Abstract
In this paper we introduce and develop the concept of interval-weighted networks (IWN), a novel approach in Social Network Analysis, where the edge weights are represented by closed intervals composed with precise information, comprehending intrinsic variability. We extend IWN for both Newman's modularity and modularity gain and the Louvain algorithm, considering a tabular representation of networks by contingency tables. We apply our methodology to two real-world IWN. The first is a commuter network in mainland Portugal, between the twenty three NUTS 3 Regions (IWCN). The second focuses on annual merchandise trade between 28 European countries, from 2003 to 2015 (IWTN). The optimal partition of geographic locations (regions or countries) is developed and compared using two new different approaches, designated as Classic Louvain and Hybrid Louvain , which allow taking into account the variability observed in the original network, thereby minimizing the loss of information present in the raw data. Our findings suggest the division of the twenty three Portuguese regions in three main communities for the IWCN and between two to three country communities for the IWTN. However, we find different geographical partitions according to the community detection methodology used. This analysis can be useful in many real-world applications, since it takes into account that the weights may vary within the ranges, rather than being constant.

Abstract
Subgroup discovery (SD) aims at finding significant subgroups of a given population of individuals characterized by statistically unusual properties of interest. SD on event logs provides insight into particular behaviors of processes, which may be a valuable complement to the traditional process analysis techniques, especially for low -structured processes. This paper proposes a scalable and efficient method to search significant SD rules on frequent sequences of events, exploiting their multidimensional nature. With this method, it is intended to identify significant subsequences of events where the distribution of values of some target aspect is significantly different than the same distribution for the entire event log. A publicly available real -life event log of a Dutch hospital is used as a running example to demonstrate the applicability of our method. The proposed approach was applied on a real -life case study based on the public transport of a medium size European city (Porto, Portugal), for which the event data consists of 133 million smartcard travel validations from buses, trams and trains. The results include a characterization of mobility flows over multiple aspects, as well as the identification of unexpected behaviors in the flow of commuters (public transport). The generated knowledge provided a useful insight into the behavior of travelers, which can be applied at operational, tactical and strategic business levels, enhancing the current view of the transport services to transport authorities and operators.

Abstract
Time series forecasting is a challenging task with applications in a wide range of domains. Auto-regression is one of the most common approaches to address these problems. Accordingly, observations are modelled by multiple regression using their past lags as predictor variables. We investigate the extension of auto-regressive processes using statistics which summarise the recent past dynamics of time series. The result of our research is a novel framework called VEST, designed to perform feature engineering using univariate and numeric time series automatically. The proposed approach works in three main steps. First, recent observations are mapped onto different representations. Second, each representation is summarised by statistical functions. Finally, a filter is applied for feature selection. We discovered that combining the features generated by VEST with auto-regression significantly improves forecasting performance in a database composed by 90 time series with high sampling frequency. However, we also found that there are no improvements when the framework is applied for multi-step forecasting or in time series with low sample size. VEST is publicly available online.

Abstract
The Machine Learning Data Market (MLDM), which relies on multi-agent systems, necessitates robust negotiation strategies to ensure efficient and fair transactions. The Contract Net Protocol (CNP), a well-established negotiation strategy within Multi-Agent Systems (MAS), offers a promising solution. This paper explores the integration of CNP into MLDM, proposing the CNP-MLDM model to facilitate data exchanges. Characterized by its task announcement and bidding process, CNP enhances negotiation efficiency in MLDM. This paper describes CNP tailored for MLDM, detailing the proposed protocol following experimental results.

Abstract

Abstract
TadGAN is a recent algorithm with competitive performance on time series anomaly detection. The detection process of TadGAN works by comparing observed data with generated data. A challenge in anomaly detection is that there are anomalies which are not easy to detect by analyzing the original time series but have a clear effect on its higher-order characteristics. We propose Meta-TadGAN, an adaptation of TadGAN that analyzes meta-level representations of time series. That is, it analyzes a time series that represents the characteristics of the time series, rather than the original time series itself. Results on benchmark datasets as well as real-world data from fire detectors shows that the new method is competitive with TadGAN.