Classification of Stochastic Processes with Topological Data Analysis
Machine Learning
2023-05-29 v1 Machine Learning
Abstract
In this study, we examine if engineered topological features can distinguish time series sampled from different stochastic processes with different noise characteristics, in both balanced and unbalanced sampling schemes. We compare our classification results against the results of the same classification tasks built on statistical and raw features. We conclude that in classification tasks of time series, different machine learning models built on engineered topological features perform consistently better than those built on standard statistical and raw features.
Cite
@article{arxiv.2206.03973,
title = {Classification of Stochastic Processes with Topological Data Analysis},
author = {İsmail Güzel and Atabey Kaygun},
journal= {arXiv preprint arXiv:2206.03973},
year = {2023}
}
Comments
BA\c{S}ARIM 2022 - 7th High-Performance Computing Conference, May 2022, \.Istanbul, T\"urkiye