TOTOPO: Classifying univariate and multivariate time series with Topological Data Analysis

2020-10-10 · NeurIPS Workshop TDA_and_Beyond 2020 12 · Polina Pilyugina, Rodrigo Rivera-Castro, Eugeny Burnaev

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 work,we propose TOTOPO for extracting topological descriptors from different types ofpersistence diagrams. The results suggest that TOTOPO significantly outperformsexisting baselines in terms of accuracy. TOTOPO is also competitive with thestate-of-the-art, being the best on 20% of univariate and 40% of multivariate timeseries datasets. This work validates the hypothesis that TDA-based approaches arerobust to small perturbations in data and are useful for cases where periodicity andshape help discriminate between classes.

📄 PDF Abstract BibTeX arXiv:2010.05056

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BenchmarkingTime SeriesTime Series AnalysisTopological Data Analysis

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