MLJun 8, 2022
Classification of Stochastic Processes with Topological Data Analysisİsmail Güzel, Atabey Kaygun
In this study, we examine if engineered topological features can distinguish time series sampled from different stochastic processes with different noise characteristics, in both balanced and unbalanced sampling schemes. We compare our classification results against the results of the same classification tasks built on statistical and raw features. We conclude that in classification tasks of time series, different machine learning models built on engineered topological features perform consistently better than those built on standard statistical and raw features.
MLFeb 3, 2021
Time Series Classification via Topological Data AnalysisAlperen Karan, Atabey Kaygun
In this paper, we develop topological data analysis methods for classification tasks on univariate time series. As an application, we perform binary and ternary classification tasks on two public datasets that consist of physiological signals collected under stress and non-stress conditions. We accomplish our goal by using persistent homology to engineer stable topological features after we use a time delay embedding of the signals and perform a subwindowing instead of using windows of fixed length. The combination of methods we use can be applied to any univariate time series and in this application allows us to reduce noise and use long window sizes without incurring an extra computational cost. We then use machine learning models on the features we algorithmically engineered to obtain higher accuracies with fewer features.
ATDec 4, 2020
A New Non-archimedean Metric on Persistent Homologyİsmail Güzel, Atabey Kaygun
In this article, we define a new non-archimedean metric structure, called cophenetic metric, on persistent homology classes of all degrees. We then show that zeroth persistent homology together with the cophenetic metric and hierarchical clustering algorithms with a number of different metrics do deliver statistically verifiable commensurate topological information based on experimental results we obtained on different datasets. We also observe that the resulting clusters coming from cophenetic distance do shine in terms of different evaluation measures such as silhouette score and the Rand index. Moreover, since the cophenetic metric is defined for all homology degrees, one can now display the inter-relations of persistent homology classes in all degrees via rooted trees.