Related papers: Time Series Featurization via Topological Data Ana…
Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this paper, we present the first feature extraction method tailored…
Topological Data Analysis (TDA) is a novel statistical technique, particularly powerful for the analysis of large and high dimensional data sets. Much of TDA is based on the tool of persistent homology, represented visually via persistence…
Time series data can be subject to changes in the underlying process that generates them and, because of these changes, models built on old samples can become obsolete or perform poorly. In this work, we present a way to incorporate…
The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows to apply methods of complex network theory for characterizing time series. In this work we present the…
Topological data analysis (TDA) detects geometric structure in biological data. However, many TDA algorithms are memory intensive and impractical for massive datasets. Here, we introduce a statistical protocol that reduces TDA's memory…
Topological data analysis is a relatively new branch of machine learning that excels in studying high dimensional data, and is theoretically known to be robust against noise. Meanwhile, data objects with mixed numeric and categorical…
Feature selection has remained a daunting challenge in machine learning and artificial intelligence, where increasingly complex, high-dimensional datasets demand principled strategies for isolating the most informative predictors. Despite…
In the light of regularized dynamic time warping kernels, this paper re-considers the concept of time elastic centroid for a setof time series. We derive a new algorithm based on a probabilistic interpretation of kernel alignment matrices.…
Techniques from topological data analysis (TDA) have proven effective in studying time-dependent data arising in dynamic systems, such as animal swarming behavior and spatiotemporal patterns in neuroscience. While early algorithms leveraged…
The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. We extend this visibility graph and create a directed limited penetrable horizontal visibility graph and an image…
This paper introduces an algorithm-agnostic approach to feature-based time series clustering via amortized neural inference. By training neural networks to approximate the optimal partitioning rule from simulated data, the proposed…
In general, comprehension of any type of complex system depends on the resolution used to examine the phenomena occurring within it. However, identifying a priori, for example, the best time frequencies/scales to study a certain system…
Topological methods can provide a way of proposing new metrics and methods of scrutinising data, that otherwise may be overlooked. In this work, a method of quantifying the shape of data, via a topic called topological data analysis will be…
Traditionally, computation of Lyapunov exponents has been the marque method for identifying chaos in a time series. Recently, new methods have emerged for systems with both known and unknown models to produce a definitive 0--1 diagnostic.…
Topological data analysis (TDA) aims to extract noise-robust features from a data set by examining the number and persistence of holes in its topology. We show that a computational problem closely related to a core task in TDA --…
This paper introduces a novel spatiotemporal feature representation model designed to address the limitations of traditional methods in multidimensional time series (MTS) analysis. The proposed approach converts MTS into one-dimensional…
Trajectory analysis is not only about obtaining movement data, but it is also of paramount importance in understanding the pattern in which an object moves through space and time, as well as in predicting its next move. Due to the…
A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…
Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…
Time-series data exists in every corner of real-world systems and services, ranging from satellites in the sky to wearable devices on human bodies. Learning representations by extracting and inferring valuable information from these time…