论文标题
使用加权序列分区网络进行拓扑信号处理
Topological Signal Processing using the Weighted Ordinal Partition Network
论文作者
论文摘要
时间序列分析中产生的最重要问题之一是分叉或变化点检测。也就是说，给定时间序列的集合在不同的参数上，何时基础动力系统的结构发生了变化？对于此任务，我们转向拓扑数据分析（TDA）的领域，该领域编码有关数据形状和结构的信息。近年来，利用TDA的工具用于信号处理任务（TSP）（TSP）的想法已引起了很多关注，这在很大程度上是通过一条标准管道来计算Takens嵌入产生的点云的持续同源性。但是，此过程受到计算时间的限制，因为在这种情况下生成的简单复合物很大，但也有很多冗余数据。因此，我们转向一种编码吸引子结构的最新方法，该方法构建了一个序数分区网络（OPN），代表有关何时在状态空间之间进行动态系统何时通过的信息。结果是一个加权图，其结构编码有关基础吸引子的信息。我们以前的工作开始寻找以TDA适合的方式包装OPN信息的方法。但是，这项工作仅使用网络结构，而没有采取任何行动来编码其他加权信息。在本文中，我们采取下一步：构建管道来分析使用TDA的加权OPN，并表明该框架为系统中的噪声或扰动提供了更大的弹性，并提高了动态状态检测的准确性。
One of the most important problems arising in time series analysis is that of bifurcation, or change point detection. That is, given a collection of time series over a varying parameter, when has the structure of the underlying dynamical system changed? For this task, we turn to the field of topological data analysis (TDA), which encodes information about the shape and structure of data. The idea of utilizing tools from TDA for signal processing tasks, known as topological signal processing (TSP), has gained much attention in recent years, largely through a standard pipeline that computes the persistent homology of the point cloud generated by the Takens' embedding. However, this procedure is limited by computation time since the simplicial complex generated in this case is large, but also has a great deal of redundant data. For this reason, we turn to a more recent method for encoding the structure of the attractor, which constructs an ordinal partition network (OPN) representing information about when the dynamical system has passed between certain regions of state space. The result is a weighted graph whose structure encodes information about the underlying attractor. Our previous work began to find ways to package the information of the OPN in a manner that is amenable to TDA; however, that work only used the network structure and did nothing to encode the additional weighting information. In this paper, we take the next step: building a pipeline to analyze the weighted OPN with TDA and showing that this framework provides more resilience to noise or perturbations in the system and improves the accuracy of the dynamic state detection.
