论文标题
准确的多参数持续时间序列数据数据:快速和可变的拓扑推断
Exact multi-parameter persistent homology of time-series data: Fast and variable topological inferences
论文作者
论文摘要
我们提出了一种新型的精确多参数持久同源方法,用于分析利用liouville torus的时间序列数据。在拓扑数据分析(TDA)的领域中,分析时间序列数据的常规方法通常涉及滑动窗口嵌入。从Takens嵌入定理的角度来看,我们证明对TDA中的Liouville圆环的分析是合理的,并讨论了Liouville Torus和滑动窗口嵌入方法之间的相似性和差异。我们开发了一种基于傅立叶分解的多参数过滤方法,并提供了持久同源性的精确公式,其单参数减少了多参数过滤。已知通过滑动窗口的时间序列数据的常规TDA在计算上是昂贵的,但是所提出的方法可以立即与Liouville Torus的对称性产生确切的条形码公式,这显着降低了计算复杂性,同时证明了与现有TDA方法相比表现出可比性或优越的性能。此外,提出的方法利用所提出的方法的几乎实时的计算能力,提供了一种通过探索多参数过滤空间内的不同过滤射线来获得各种拓扑推断的方法。在处理机器学习工作流程中大量的时间序列数据时,提出的方法的优点可显着提高TDA的效率和灵活性。
We propose a novel exact multi-parameter persistent homology method for analyzing time-series data utilizing the Liouville torus. In the field of topological data analysis (TDA), the conventional approach to analyzing time-series data often involves sliding window embedding. From the perspective of Takens' embedding theorem, we justify the analysis of the Liouville torus in TDA and discuss the similarities and differences between the Liouville torus and sliding window embedding approaches. We develop a multi-parameter filtration method based on Fourier decomposition and provide an exact formula of persistent homology with its one-parameter reduction of the multi-parameter filtration. The conventional TDA of time-series data via sliding window is known to be computationally expensive, but the proposed method yields the exact barcode formula with the symmetry of the Liouville torus promptly, which significantly reduces computational complexity while demonstrating comparable or superior performance compared to the existing TDA methods. Furthermore, the proposed method provides a way of obtaining various topological inferences by exploring different filtration rays within the multi-parameter filtration space, utilizing the nearly real-time computational capabilities of the proposed method. The advantages of the proposed method significantly improve the efficiency and flexibility of TDA when handling extensive time-series data within machine learning workflows.