🤖 AI Summary
Addressing the challenges of modeling topological structures in high-dimensional time series data (e.g., meteorological and financial) and the limited robustness and interpretability of conventional statistical and machine learning methods, this paper proposes a persistent discrete homology framework. It constructs filtration sequences of graphs from pairwise dependencies—measured via Pearson correlation or mutual information—and pioneers the integration of discrete cubical homology with persistent homology to enable efficient topological feature extraction from graph-structured data. This approach establishes a novel “correlation-driven graph representation” paradigm, circumventing issues associated with high-dimensional embedding and parameter sensitivity. Evaluated on real-world meteorological and financial datasets, the method significantly enhances robustness and interpretability in anomaly detection and periodic pattern identification, outperforming classical topological data analysis (TDA) techniques and supervised learning baselines.
📝 Abstract
We present a new tool for data analysis: persistence discrete homology, which is well-suited to analyze filtrations of graphs. In particular, we provide a novel way of representing high-dimensional data as a filtration of graphs using pairwise correlations. We discuss several applications of these tools, e.g., in weather and financial data, comparing them to the standard methods used in the respective fields.