1. A method of network of networks (NoN) structure reconstruction, the method comprising: determining an adjacency matrix A of an NoN from multivariate time series data using compressed sensing, the multivariate time series data comprising data produced at nodes of the NoN; and partitioning a graph representing the determined adjacency matrix A into subgraphs, the subgraphs characterizing node-to-node connections within and between a plurality of networks of the NoN, wherein the subgraphs of the partitioned graph provide a reconstruction of a node-to-node connection structure of the NoN.