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Related papers: Topological Time Series Analysis

200 papers

Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…

Methodology · Statistics 2024-12-11 Kensuke Mitsuzawa , Margherita Grossi , Stefano Bortoli , Motonobu Kanagawa

Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…

Social and Information Networks · Computer Science 2022-10-18 Lucas Lacasa , Jorge P. Rodriguez , Victor M. Eguiluz

Complex networks are used to depict topological features of complex systems. The structure of a network characterizes the interactions among elements of the system, and facilitates the study of many dynamical processes taking place on it.…

Physics and Society · Physics 2012-06-22 Yan Zhang , Lin Wang , Yi-Qing Zhang , Xiang Li

Accurate time-series forecasting is vital for numerous areas of application such as transportation, energy, finance, economics, etc. However, while modern techniques are able to explore large sets of temporal data to build forecasting…

Machine Learning · Statistics 2018-08-17 Filipe Rodrigues , Ioulia Markou , Francisco Pereira

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…

Machine Learning · Computer Science 2021-08-27 Jesus Antonanzas , Marta Arias , Albert Bifet

This work presents a framework for studying temporal networks using zigzag persistence, a tool from the field of Topological Data Analysis (TDA). The resulting approach is general and applicable to a wide variety of time-varying graphs. For…

Computational Geometry · Computer Science 2023-08-15 Audun Myers , David Muñoz , Firas Khasawneh , Elizabeth Munch

Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…

Methodology · Statistics 2019-08-20 Marko Laine

Topological data analyses are rapidly turning into key tools for quantifying large volumes of neurobiological data, e.g., for organizing the spiking outputs of large neuronal ensembles and thus gaining insights into the information produced…

Neurons and Cognition · Quantitative Biology 2019-09-18 Yuri Dabaghian

Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also triggered great interest in the time series community. Among multiple advantages of Transformers, the ability to…

Machine Learning · Computer Science 2023-05-15 Qingsong Wen , Tian Zhou , Chaoli Zhang , Weiqi Chen , Ziqing Ma , Junchi Yan , Liang Sun

Identifying the qualitative changes in time-series data provides insights into the dynamics associated with such data. Such qualitative changes can be detected through topological approaches, which first embed the data into a…

Data Analysis, Statistics and Probability · Physics 2019-03-27 Quoc Hoan Tran , Yoshihiko Hasegawa

The richness of many complex systems stems from the interactions among their components. The higher-order nature of these interactions, involving many units at once, and their temporal dynamics constitute crucial properties that shape the…

Physics and Society · Physics 2024-07-29 Marco Mancastroppa , Iacopo Iacopini , Giovanni Petri , Alain Barrat

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Machine Learning · Computer Science 2020-07-31 Fadhel Ayed , Lorenzo Stella , Tim Januschowski , Jan Gasthaus

Time-series data is being increasingly collected and stud- ied in several areas such as neuroscience, climate science, transportation, and social media. Discovery of complex patterns of relationships between individual time-series, using…

Comparing time series is essential in various tasks such as clustering and classification. While elastic distance measures that allow warping provide a robust quantitative comparison, a qualitative comparison on top of them is missing.…

Machine Learning · Computer Science 2025-06-19 Simiao Lin , Wannes Meert , Pieter Robberechts , Hendrik Blockeel

Signal processing and machine learning algorithms for data supported over graphs, require the knowledge of the graph topology. Unless this information is given by the physics of the problem (e.g., water supply networks, power grids), the…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Alberto Natali , Mario Coutino , Elvin Isufi , Geert Leus

Empirical studies of graphs have contributed enormously to our understanding of complex systems. Known today as network science, what was originally a theoretical study of graphs has grown into a more scientific exploration of communities…

Quantitative Methods · Quantitative Biology 2020-01-01 Ryan E. Langendorf , Debra S. Goldberg

With the rapid adoption of machine learning techniques for large-scale applications in science and engineering comes the convergence of two grand challenges in visualization. First, the utilization of black box models (e.g., deep neural…

Human interactions can be either positive or negative, giving rise to different complex social or anti-social phenomena. The dynamics of these interactions often lead to certain spatio-temporal patterns and complex networks, which can be…

Physics and Society · Physics 2019-03-18 Syed Shariq Husain , Kiran Sharma

We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological…

Mathematical Finance · Quantitative Finance 2017-01-24 Marian Gidea

We perform topological data analysis on the internal states of convolutional deep neural networks to develop an understanding of the computations that they perform. We apply this understanding to modify the computations so as to (a) speed…

Machine Learning · Computer Science 2018-11-06 Gunnar Carlsson , Rickard Brüel Gabrielsson