Topological Data Analysis for Multivariate Time Series Data.

Topological Data Analysis for Multivariate Time Series Data.
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多元时间序列数据的拓扑数据分析。

DOI:
10.3390/e25111509
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发表时间:
2023-11-01
期刊:
Entropy (Basel, Switzerland)
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其他
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在过去的二十年中,拓扑数据分析(TDA)已经成为一种非常强大的数据分析方法,可以处理不同复杂性的各种数据模式。 TDA 中最常用的工具之一是持久同源性 (PH),它可以从各种尺度的数据中提取拓扑属性。本文的目的是向统计受众介绍 TDA 概念,并提供一种分析多元时间序列数据的方法。该应用程序的重点将是多元大脑信号和大脑连接网络。最后,本文总结了一些悬而未决的问题和 TDA 在大脑网络方向性建模中的潜在应用,以及在混合效应模型的背景下进行 TDA 的铸造,以捕获从多个受试者收集的数据的拓扑特性的变化。
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.
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