Interpretable Classification of Time Series Using Euler Characteristic Surfaces
This provides a computationally efficient and interpretable alternative to persistent homology for time series classification, particularly in biomedical applications, though it is incremental in improving existing topological methods.
The paper tackles the problem of classifying time series data by proposing Euler Characteristic Surfaces (ECS) as an efficient and interpretable topological signature, achieving up to 98.6% accuracy on biomedical datasets like ECG5000, outperforming persistent homology-based methods.
Persistent homology (PH) -- the conventional method in topological data analysis -- is computationally expensive, requires further vectorization of its signatures before machine learning (ML) can be applied, and captures information along only the spatial axis. For time series data, we propose Euler Characteristic Surfaces (ECS) as an alternative topological signature based on the Euler characteristic ($Ï$) -- a fundamental topological invariant. The ECS provides a computationally efficient, spatiotemporal, and inherently discretized feature representation that can serve as direct input to ML models. We prove a stability theorem guaranteeing that the ECS remains stable under small perturbations of the input time series. We first demonstrate that ECS effectively captures the nontrivial topological differences between the limit cycle and the strange attractor in the Rössler system. We then develop an ECS-based classification framework and apply it to five benchmark biomedical datasets (four ECG, one EEG) from the UCR/UEA archive. On $\textit{ECG5000}$, our single-feature ECS classifier achieves $98\%$ accuracy with $O(n+R\cdot T)$ complexity, compared to $62\%$ reported by a recent PH-based method. An AdaBoost extension raises accuracy to $98.6\%$, matching the best deep learning results while retaining full interpretability. Strong results are also obtained on $\textit{TwoLeadECG}$ ($94.1\%$) and $\textit{Epilepsy2}$ ($92.6\%$).