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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

In this paper, we use topological data analysis techniques to construct a suitable neural network classifier for the task of learning sensor signals of entire power plants according to their reference designation system. We use…

Machine Learning · Computer Science 2026-03-24 Luciano Melodia , Richard Lenz

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

We develop a framework for analyzing multivariate time series using topological data analysis (TDA) methods. The proposed methodology involves converting the multivariate time series to point cloud data, calculating Wasserstein distances…

Algebraic Topology · Mathematics 2020-12-29 Chengyuan Wu , Carol Anne Hargreaves

This work is devoted to a comprehensive analysis of topological data analysis fortime series classification. Previous works have significant shortcomings, such aslack of large-scale benchmarking or missing state-of-the-art methods. In this…

Machine Learning · Computer Science 2020-10-13 Polina Pilyugina , Rodrigo Rivera-Castro , Eugeny Burnaev

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

Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…

Computational Geometry · Computer Science 2025-05-20 Simon Schindler , Elias Steffen Reich , Saverio Messineo , Simon Hoher , Stefan Huber

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…

Machine Learning · Statistics 2023-05-29 İsmail Güzel , Atabey Kaygun

We present a unified pipeline for univariate time series classification via complex networks and persistent homology. A time series is mapped to a graph through one of five constructions across three families (visibility (natural and…

Algebraic Topology · Mathematics 2026-05-05 İsmail Güzel

Topological Data Analysis (TDA) is the collection of mathematical tools that capture the structure of shapes in data. Despite computational topology and computational geometry, the utilization of TDA in time series and signal processing is…

Information Retrieval · Computer Science 2018-10-23 Shafie Gholizadeh , Wlodek Zadrozny

Time series are ubiquitous in our data rich world. In what follows I will describe how ideas from dynamical systems and topological data analysis can be combined to gain insights from time-varying data. We will see several applications to…

Algebraic Topology · Mathematics 2018-12-14 Jose A. Perea

The problem of (point) forecasting $ \textit{univariate} $ time series is considered. Most approaches, ranging from traditional statistical methods to recent learning-based techniques with neural networks, directly operate on raw time…

Machine Learning · Computer Science 2021-07-21 Sebastian Zeng , Florian Graf , Christoph Hofer , Roland Kwitt

Universal time series representation learning is challenging but valuable in real-world applications such as classification, anomaly detection, and forecasting. Recently, contrastive learning (CL) has been actively explored to tackle time…

Machine Learning · Computer Science 2025-02-06 Namwoo Kim , Hyungryul Baik , Yoonjin Yoon

Topological data analysis (TDA), while abstract, allows a characterization of time-series data obtained from nonlinear and complex dynamical systems. Though it is surprising that such an abstract measure of structure - counting pieces and…

Computational Geometry · Computer Science 2020-01-07 Nicole Sanderson , Elliott Shugerman , Samantha Molnar , James D. Meiss , Elizabeth Bradley

Topological Data Analysis (TDA) is a rising field of computational topology in which the topological structure of a data set can be observed by persistent homology. By considering a sequence of sublevel sets, one obtains a filtration that…

Methodology · Statistics 2020-03-17 Yu-Min Chung , William Cruse , Austin Lawson

Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and…

Machine Learning · Computer Science 2024-08-13 Pengshuai Yao , Mengna Liu , Xu Cheng , Fan Shi , Huan Li , Xiufeng Liu , Shengyong Chen

Over the last two decades, topological data analysis (TDA) has emerged as a very powerful data analytic approach which can deal with various data modalities of varying complexities. One of the most commonly used tools in TDA is persistent…

Methodology · Statistics 2025-12-08 Anass El Yaagoubi Bourakna , Moo K. Chung , Hernando Ombao

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

This paper presents a new clustering algorithm for space-time data based on the concepts of topological data analysis and in particular, persistent homology. Employing persistent homology - a flexible mathematical tool from algebraic…

Machine Learning · Statistics 2019-10-28 Umar Islambekov , Yulia Gel

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
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