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In this paper, we consider a framework adapting the notion of cointegration when two asset prices are generated by a driftless It\^{o}-semimartingale featuring jumps with infinite activity, observed regularly and synchronously at high…

Statistical Finance · Quantitative Finance 2021-03-24 Simon Clinet , Yoann Potiron

Topological data analysis based on persistent homology has been applied to the molecular dynamics simulation for the fast ion-conducting phase ($\alpha$-phase) of AgI, to show its effectiveness on the ion-migration mechanism…

Materials Science · Physics 2023-04-26 Ryuhei Sato , Kazuto Akagi , Shigeyuki Takagi , Kartik Sau , Kazuaki Kisu , Hao Li , Shin-ichi Orimo

We provide a short introduction to the field of topological data analysis and discuss its possible relevance for the study of complex systems. Topological data analysis provides a set of tools to characterise the shape of data, in terms of…

Data Analysis, Statistics and Probability · Physics 2018-12-05 Vsevolod Salnikov , Daniele Cassese , Renaud Lambiotte

Time has entered the domain of topological phases in the field of non-Hermitian physics. Previous studies have relied on periodic modulation in time to make an intuitive connection to established spatial topological invariants, albeit with…

In this work we study the topological properties of temporal hypergraphs. Hypergraphs provide a higher dimensional generalization of a graph that is capable of capturing multi-way connections. As such, they have become an integral part of…

Computational Geometry · Computer Science 2023-02-07 Audun Myers , Cliff Joslyn , Bill Kay , Emilie Purvine , Gregory Roek , Madelyn Shapiro

Measuring the topological overlap of two graphs becomes important when assessing the changes between temporally adjacent graphs in a time-evolving network. Current methods depend on the fraction of nodes that have persisting edges. This…

Physics and Society · Physics 2014-03-06 Fiona Pigott , Mauricio Rene Herrera Marin

By their nature it is difficult to differentiate chaotic dynamical systems through measurement. In recent years, work has begun on using methods of Topological Data Analysis (TDA) to qualitatively type dynamical data by approximating the…

Algebraic Topology · Mathematics 2026-04-14 Tobias Timofeyev , Christopher Potvin , Benjamin Jones , Kristin M. Kurianski , Miguel Lopez , Sunia Tanweer

Topological data analysis can extract effective information from higher-dimensional data. Its mathematical basis is persistent homology. The persistent homology can calculate topological features at different spatiotemporal scales of the…

Algebraic Topology · Mathematics 2023-09-29 Dinghua Shi , Zhifeng Chen , Chuang Ma , Guanrong Chen

We present Euler Characteristic Surfaces as a multiscale spatiotemporal topological summary of time series data encapsulating the topology of the system at different time instants and length scales. Euler Characteristic Surfaces with an…

Other Condensed Matter · Physics 2024-08-20 Anamika Roy , Atish J. Mitra , Tapati Dutta

Qualitative methods such as the linear sampling method and the factorization method reconstruct acoustic scatterers through sampling indicators. In practice, these indicators are gray-scale fields on a prescribed sampling window and a…

Numerical Analysis · Mathematics 2026-05-21 Xiaomei Yang , Jiaying Jia , Zhiliang Deng

We introduce a method of time series analysis for two-dimensional transient flow patterns based on Topological Flow Data Analysis (TFDA), a new approach to topological data analysis. TFDA identifies local topological flow structures from an…

Fluid Dynamics · Physics 2026-04-14 Takashi Sakajo , Takeshi Matsumoto , Shizuo Kaji , Tomoo Yokoyama , Tomoki Uda

Natural data offer a hard challenge to data analysis. One set of tools is being developed by several teams to face this difficult task: Persistent topology. After a brief introduction to this theory, some applications to the analysis and…

Algebraic Topology · Mathematics 2017-08-21 Massimo Ferri

We present a method for enhancing the cross-correlation of gravitational wave signals eventually present in data streams containing otherwise uncorrelated noise. Such method makes use of the wavelet decomposition to cast the…

General Relativity and Quantum Cosmology · Physics 2009-05-28 R. Terenzi , R. Sturani

Revealing the structural features of a complex system from the observed collective dynamics is a fundamental problem in network science. In order to compute the various topological descriptors commonly used to characterize the structure of…

Data Analysis, Statistics and Probability · Physics 2021-02-16 Sebastian Raimondo , Manlio De Domenico

One of the paramount challenges in neuroscience is to understand the dynamics of individual neurons and how they give rise to network dynamics when interconnected. Historically, researchers have resorted to graph theory, statistics, and…

Neurons and Cognition · Quantitative Biology 2019-02-08 Jean-Baptiste Bardin , Gard Spreemann , Kathryn Hess

Over the past two decades, complex network theory provided the ideal framework for investigating the intimate relationships between the topological properties characterizing the wiring of connections among a system's unitary components and…

There are few studies that look closely at how the topology of the Internet evolves over time; most focus on snapshots taken at a particular point in time. In this paper, we investigate the evolution of the topology of the Autonomous…

Networking and Internet Architecture · Computer Science 2012-02-20 Benjamin Edwards , Steven Hofmeyr , George Stelle , Stephanie Forrest

Topological Data Analysis (TDA) is an emergent field that aims to discover topological information hidden in a dataset. TDA tools have been commonly used to create filters and topological descriptors to improve Machine Learning (ML)…

Machine Learning · Computer Science 2022-02-07 Rolando Kindelan , José Frías , Mauricio Cerda , Nancy Hitschfeld

Interacting, self-propelled particles such as epithelial cells can dynamically self-organize into complex multicellular patterns, which are challenging to classify without a priori information. Classically, different phases and phase…

Quantitative Methods · Quantitative Biology 2021-01-19 Dhananjay Bhaskar , William Y. Zhang , Ian Y. Wong

'Big' high-dimensional data are commonly analyzed in low-dimensions, after performing a dimensionality-reduction step that inherently distorts the data structure. For the same purpose, clustering methods are also often used. These methods…

Machine Learning · Statistics 2019-02-20 Tom Lorimer , Karlis Kanders , Ruedi Stoop