학술논문

Topological Data Analysis for Multivariate Time Series Data
Document Type
article
Source
Entropy, Vol 25, Iss 11, p 1509 (2023)
Subject
topological data analysis
persistence diagram
persistence landscape
multivariate time series analysis
brain dependence networks
Science
Astrophysics
QB460-466
Physics
QC1-999
Language
English
ISSN
1099-4300
Abstract
Over the last two decades, topological data analysis (TDA) has emerged as a very powerful data analytic approach that can deal with various data modalities of varying complexities. One of the most commonly used tools in TDA is persistent homology (PH), which can extract topological properties from data at various scales. The aim of this article is to introduce TDA concepts to a statistical audience and provide an approach to analyzing multivariate time series data. The application’s focus will be on multivariate brain signals and brain connectivity networks. Finally, this paper concludes with an overview of some open problems and potential application of TDA to modeling directionality in a brain network, as well as the casting of TDA in the context of mixed effect models to capture variations in the topological properties of data collected from multiple subjects.