Topological Data Analysis for Multivariate Time Series Data

Fuente: arXiv
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Hauptverfasser: Bourakna, Anass El Yaagoubi, Chung, Moo K., Ombao, Hernando
Format: Preprint
Veröffentlicht: 2022
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author Bourakna, Anass El Yaagoubi
Chung, Moo K.
Ombao, Hernando
author_facet Bourakna, Anass El Yaagoubi
Chung, Moo K.
Ombao, Hernando
contents Over the last two decades, topological data analysis (TDA) has emerged as a very powerful data analytic approach which 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. Our aim in this article is to introduce TDA concepts to a statistical audience and provide an approach to analyze multivariate time series data. The application focus will be on multivariate brain signals and brain connectivity networks. Finally, the 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 effects models to capture variations in the topological properties of data collected from multiple subjects
format Preprint
id arxiv_https___arxiv_org_abs_2204_13799
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Topological Data Analysis for Multivariate Time Series Data
Bourakna, Anass El Yaagoubi
Chung, Moo K.
Ombao, Hernando
Methodology
Neurons and Cognition
Over the last two decades, topological data analysis (TDA) has emerged as a very powerful data analytic approach which 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. Our aim in this article is to introduce TDA concepts to a statistical audience and provide an approach to analyze multivariate time series data. The application focus will be on multivariate brain signals and brain connectivity networks. Finally, the 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 effects models to capture variations in the topological properties of data collected from multiple subjects
title Topological Data Analysis for Multivariate Time Series Data
topic Methodology
Neurons and Cognition
url https://arxiv.org/abs/2204.13799