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This paper introduces new methodology based on the field of Topological Data Analysis for detecting anomalies in multivariate time series, that aims to detect global changes in the dependency structure between channels. The proposed…

Statistics Theory · Mathematics 2024-06-11 Frédéric Chazal , Martin Royer , Clément Levrard

In recent decades, hypergraphs and their analysis through Topological Data Analysis (TDA) have emerged as powerful tools for understanding complex data structures. Various methods have been developed to construct hypergraphs -- referred to…

Machine Learning · Statistics 2025-07-22 Rémi Vaucher , Paul Minchella

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

This paper introduces advanced techniques of Topological Data Analysis (TDA) for unsupervised anomaly detection and customer segmentation in banking data. Using the Mapper algorithm and persistent homology, we develop unsupervised…

Machine Learning · Computer Science 2025-08-21 Leonardo Aldo Alejandro Barberi , Linda Maria De Cave

Modern business and economic datasets often exhibit nonlinear, multi-scale structures that traditional linear tools under-represent. Topological Data Analysis (TDA) offers a geometric lens for uncovering robust patterns, such as connected…

Machine Learning · Statistics 2025-11-18 Ioannis Diamantis

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

The development of machine learning models based on computed tomography (CT) imaging has been a major focus due to the promise that imaging holds for diagnosis, staging, and prognostication. These models often rely on the extraction of…

In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and non-stationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently…

Numerical Analysis · Mathematics 2012-02-28 Thomas Y. hou , Zuoqiang Shi

To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

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…

Quantitative Methods · Quantitative Biology 2025-09-05 Andrew J. Stier , Naichen Shi , Raed Al Kontar , Chad Giusti , Marc G. Berman

Evaluating anomaly detection in multivariate time series (MTS) requires careful consideration of temporal dependencies, particularly when detecting subsequence anomalies common in fault detection scenarios. While time series…

Machine Learning · Statistics 2025-06-17 Steven C. Hespeler , Pablo Moriano , Mingyan Li , Samuel C. Hollifield

Persistent homology provides information about the lifetime of homology classes along a filtration of cell complexes. Persistence barcode is a graphical representation of such information. A filtration might be determined by time in a set…

Computer Vision and Pattern Recognition · Computer Science 2018-01-04 Rocio Gonzalez-Diaz , Maria-Jose Jimenez , Belen Medrano

Data analysis that uses the output of topological data analysis as input for machine learning algorithms has been the subject of extensive research. This approach offers a means of capturing the global structure of data. Persistent homology…

Machine Learning · Computer Science 2023-10-17 Naofumi Hama

Understanding the behavior and evolution of a dynamical many-body system by analyzing patterns in their experimentally captured images is a promising method relevant for a variety of living and non-living self-assembled systems. The arrays…

This work presents a data-driven analysis of minimal length necessary for coherency detection considering a recursive form of the typicality-based Data analysis (TDA). It proposes a methodology that encloses the observation of the variance…

Applications · Statistics 2021-11-22 Lucas Lugnani , Daniel Dotta , Mario R. A. Paternina , Joe Chow

Persistent homology is a topological feature used in a variety of applications such as generating features for data analysis and penalizing optimization problems. We develop an approach to accelerate persistent homology computations…

Algebraic Topology · Mathematics 2023-01-19 Yuan Luo , Bradley J. Nelson

Topological data analysis (TDA) uses persistent homology to quantify loops and higher-dimensional holes in data, making it particularly relevant for examining the characteristics of images of cells in the field of cell biology. In the…

Methodology · Statistics 2024-05-06 Susan Glenn , Jessi Cisewski-Kehe , Jun Zhu , William M. Bement

Persistent homology (PH) -- the conventional method in topological data analysis -- is computationally expensive, requires further vectorization of its signatures before machine learning (ML) can be applied, and captures information along…

Machine Learning · Computer Science 2026-03-17 Salam Rabindrajit Luwang , Sushovan Majhi , Vishal Mandal , Atish J. Mitra , Md. Nurujjaman , Buddha Nath Sharma

The objective of this study is to establish a gradient-free topology optimization framework that facilitates more global solution searches to avoid entrapping in undesirable local optima, especially in problems with strong non-linearity.…

Optimization and Control · Mathematics 2025-03-07 Hiroki Kawabe , Kentaro Yaji , Yuichiro Aoki

Probabilistic Temporal Tensor Factorization (PTTF) is an effective algorithm to model the temporal tensor data. It leverages a time constraint to capture the evolving properties of tensor data. Nowadays the exploding dataset demands a large…

Machine Learning · Statistics 2016-11-14 Guangxi Li , Zenglin Xu , Linnan Wang , Jinmian Ye , Irwin King , Michael Lyu