Iterated integrals and population time series analysis

DOI10.1007/978-3-030-43408-3_9zbMATH Open1448.62216arXiv1811.03558OpenAlexW2941294530MaRDI QIDQ5118367FDOQ5118367

Authors: Chad Giusti, Darrick Lee 

Publication date: 8 September 2020

Published in: Topological Data Analysis (Search for Journal in Brave)

Abstract: One of the core advantages topological methods for data analysis provide is that the language of (co)chains can be mapped onto the semantics of the data, providing a natural avenue for human understanding of the results. Here, we describe such a semantic structure on Chen's classical iterated integral cochain model for paths in Euclidean space. Specifically, in the context of population time series data, we observe that iterated integrals provide a model-free measure of pairwise influence that can be used for causality inference. Along the way, we survey recent results and applications, review the current standard methods for causality inference, and briefly provide our outlook on generalizations to go beyond time series data.

Full work available at URL: https://arxiv.org/abs/1811.03558

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zbMATH Keywords

time seriestopological data analysispaths in Euclidean space

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Persistent homology and applications, topological data analysis (55N31) Topological data analysis (62R40)

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Cited In (3)

• Signatures, Lipschitz-Free Spaces, and Paths of Persistence Diagrams
• Functional linear regression with truncated signatures
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Uses Software

• iisignature

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