English
Related papers

Related papers: Topological Data Analysis of Time Series Data for …

200 papers

Topological data analysis (TDA) is a tool from data science and mathematics that is beginning to make waves in environmental science. In this work, we seek to provide an intuitive and understandable introduction to a tool from TDA that is…

Machine Learning · Computer Science 2025-07-15 Lander Ver Hoef , Henry Adams , Emily J. King , Imme Ebert-Uphoff

Topological Data Analysis (TDA) has recently gained significant attention in the field of financial prediction. However, the choice of point cloud construction methods, topological feature representations, and classification models has a…

Machine Learning · Computer Science 2024-11-22 Dazhi Huang , Pengcheng Xu , Xiaocheng Huang , Jiayi Chen

Topological Data Analysis (TDA) allows us to extract powerful topological and higher-order information on the global shape of a data set or point cloud. Tools like Persistent Homology or the Euler Transform give a single complex description…

Algebraic Topology · Mathematics 2025-11-04 Vincent P. Grande , Michael T. Schaub

Topological data analysis (TDA) is a branch of computational mathematics, bridging algebraic topology and data science, that provides compact, noise-robust representations of complex structures. Deep neural networks (DNNs) learn millions of…

Improvements in experimental and computational technologies have led to significant increases in data available for analysis. Topological data analysis (TDA) is an emerging area of mathematical research that can identify structures in these…

Quantitative Methods · Quantitative Biology 2022-07-25 Maria-Veronica Ciocanel , Riley Juenemann , Adriana T. Dawes , Scott A. McKinley

In this chapter, we discuss applications of topological data analysis (TDA) to spatial systems. We briefly review the recently proposed level-set construction of filtered simplicial complexes, and we then examine persistent homology in two…

Social and Information Networks · Computer Science 2021-04-06 Michelle Feng , Abigail Hickok , Mason A. Porter

Firm financials are well established as return predictors, being the inspiration for a large set of anomalies in the asset pricing literature. Employing topological data analysis we revisit the question of association between seven of the…

Statistical Finance · Quantitative Finance 2019-11-26 Pawel Dlotko , Wanling Qiu , Simon Rudkin

This paper uses topological data analysis (TDA) tools and introduces a data-driven clustering-based stock selection strategy tailored for sparse portfolio construction. Our asset selection strategy exploits the topological features of stock…

Portfolio Management · Quantitative Finance 2024-12-16 Anubha Goel , Damir Filipović , Puneet Pasricha

Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial…

Machine Learning · Computer Science 2025-04-02 ZiXin Lin , Nur Fariha Syaqina Zulkepli

Under the banner of `Big Data', the detection and classification of structure in extremely large, high dimensional, data sets, is, one of the central statistical challenges of our times. Among the most intriguing approaches to this…

Methodology · Statistics 2022-06-08 Robert J. Adler , Sarit Agami , Pratyush Pranav

Topological data analysis (TDA) is an active field of mathematics for quantifying shape in complex data. Standard methods in TDA such as persistent homology (PH) are typically focused on the analysis of data consisting of a single entity…

We introduce a very general approach to the analysis of signals from their noisy measurements from the perspective of Topological Data Analysis (TDA). While TDA has emerged as a powerful analytical tool for data with pronounced topological…

Signal Processing · Electrical Eng. & Systems 2025-07-29 Juan Manuel Miramont , Kin Aun Tan , Soumendu Sundar Mukherjee , Rémi Bardenet , Subhroshekhar Ghosh

Topological Data Analysis (TDA) is a recent and growing branch of statistics devoted to the study of the shape of the data. In this work we investigate the predictive power of TDA in the context of supervised learning. Since topological…

Machine Learning · Statistics 2017-09-22 Tullia Padellini , Pierpaolo Brutti

We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence…

Mathematical Finance · Quantitative Finance 2017-11-22 Marian Gidea , Yuri Katz

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…

Algebraic Topology · Mathematics 2020-06-15 Chengyuan Wu , Carol Anne Hargreaves

A time-delay embedding (TDE), grounded in the framework of Takens's Theorem, provides a mechanism to represent and analyze the inherent dynamics of time-series data. Recently, topological data analysis (TDA) methods have been applied to…

Methodology · Statistics 2024-10-18 Sixtus Dakurah , Jessi Cisewski-Kehe

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong

Topological data analysis (TDA) offers novel mathematical tools for deep learning. Inspired by Carlsson et al., this study designs topology-aware convolutional kernels that significantly improve speech recognition networks. Theoretically,…

Machine Learning · Computer Science 2025-05-28 Zhiwang Yu

We develop a novel algorithm for feature extraction in time series data by leveraging tools from topological data analysis. Our algorithm provides a simple, efficient way to successfully harness topological features of the attractor of the…

Computational Geometry · Computer Science 2019-06-05 Kwangho Kim , Jisu Kim , Alessandro Rinaldo

Surface roughness plays an important role in analyzing engineering surfaces. It quantifies the surface topography and can be used to determine whether the resulting surface finish is acceptable or not. Nevertheless, while several existing…

Signal Processing · Electrical Eng. & Systems 2021-10-20 Melih C. Yesilli , Firas A. Khasawneh