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Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…

Machine Learning · Computer Science 2024-12-03 Mengbang Zou , Weisi Guo

We develop in this paper a theoretical framework for the topological study of time series data. Broadly speaking, we describe geometrical and topological properties of sliding window (or time-delay) embeddings, as seen through the lens of…

Algebraic Topology · Mathematics 2013-11-26 Jose Perea , John Harer

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) offers a suite of computational tools that provide quantified shape features in high dimensional data that can be used by modern statistical and predictive machine learning (ML) models. In particular,…

Cryptography and Security · Computer Science 2023-07-06 Dominic Gold , Koray Karabina , Francis C. Motta

Topological data analysis (TDA) is a rising branch in modern applied mathematics. It extracts topological structures as features of a given space and uses these features to analyze digital data. Persistent homology, one of the central tools…

Algebraic Topology · Mathematics 2025-05-26 Chuan-Shen Hu

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

Delay-coordinate mapping is an effective and widely used technique for reconstructing and analyzing the dynamics of a nonlinear system based on time-series outputs. The efficacy of delay-coordinate mapping has long been supported by Takens'…

Chaotic Dynamics · Physics 2018-03-07 Armin Eftekhari , Han Lun Yap , Michael B. Wakin , Christopher J. Rozell

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 2021-02-09 Rolando Kindelan , José Frías , Mauricio Cerda , Nancy Hitschfeld

Topological data analysis (TDA) is a rapidly developing collection of methods for studying the shape of point cloud and other data types. One popular approach, designed to be robust to noise and outliers, is to first use a smoothing…

Methodology · Statistics 2017-12-27 Chul Moon , Noah Giansiracusa , Nicole A. Lazar

In a world abundant with diverse data arising from complex acquisition techniques, there is a growing need for new data analysis methods. In this paper we focus on high-dimensional data that are organized into several hierarchical datasets.…

Machine Learning · Computer Science 2021-04-06 Lior Aloni , Omer Bobrowski , Ronen Talmon

The effectiveness of Spatio-temporal Graph Neural Networks (STGNNs) in time-series applications is often limited by their dependence on fixed, hand-crafted input graph structures. Motivated by insights from the Topological Data Analysis…

Machine Learning · Computer Science 2025-03-20 Viet The Nguyen , Duy Anh Pham , An Thai Le , Jans Peter , Gunther Gust

Irregular multivariate time series data is characterized by varying time intervals between consecutive observations of measured variables/signals (i.e., features) and varying sampling rates (i.e., recordings/measurement) across these…

Machine Learning · Computer Science 2024-04-26 Xingyu Chen , Xiaochen Zheng , Amina Mollaysa , Manuel Schürch , Ahmed Allam , Michael Krauthammer

Topological Data Analysis (TDA) is a novel, and relatively new approach to analysing high-dimensional data sets. It does this by focussing on global properties like the shape and connectivity of the data giving it a significant advantage…

Instrumentation and Methods for Astrophysics · Physics 2019-04-26 Jeff Murugan , Duncan Robertson

Topological data analysis (TDA) is an area of data science that focuses on using invariants from algebraic topology to provide multiscale shape descriptors for geometric data sets such as point clouds. One of the most important such…

Computational Geometry · Computer Science 2023-06-21 David Loiseaux , Mathieu Carrière , Andrew J. Blumberg

Permutation Entropy (PE) is a powerful tool for quantifying the complexity of a signal which includes measuring the regularity of a time series. Additionally, outside of entropy and information theory, permutations have recently been…

Data Analysis, Statistics and Probability · Physics 2024-09-05 Audun D. Myers , Max M. Chumley , Firas A. Khasawneh

Topological data analysis (TDA) has emerged as one of the most promising techniques to reconstruct the unknown shapes of high-dimensional spaces from observed data samples. TDA, thus, yields key shape descriptors in the form of persistent…

Machine Learning · Statistics 2017-11-15 Wei Guo , Krithika Manohar , Steven L. Brunton , Ashis G. Banerjee

Continuous-time models are a natural choice for irregular and asynchronous data. A central design choice is how to embed discrete observations into continuous time. Interpolation- and imputation-based embeddings reconstruct a continuous…

Machine Learning · Computer Science 2026-05-29 Benjamin Walker , Alexandre Bloch , Lingyi Yang , Sam Morley , Terry Lyons

Representing the nodes of continuous-time temporal graphs in a low-dimensional latent space has wide-ranging applications, from prediction to visualization. Yet, analyzing continuous-time relational data with timestamped interactions…

Machine Learning · Computer Science 2024-05-28 Raphaël Romero , Jefrey Lijffijt , Riccardo Rastelli , Marco Corneli , Tijl De Bie

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

In nonlinear time series analysis and dynamical systems theory, Takens' embedding theorem states that the sliding window embedding of a generic observation along trajectories in a state space, recovers the region traversed by the dynamics.…

Dynamical Systems · Mathematics 2019-05-07 Boyan Xu , Christopher J. Tralie , Alice Antia , Michael Lin , Jose A. Perea