SearcharxivSearch

arXiv · 2111.02153

Local Structure and effective Dimensionality of Time Series Data Sets

Abstract

The goal of this paper is to develop novel tools for understanding the local structure of systems of functions, e.g. time-series data points, such as the total correlation function, the Cohen class of the data set, the data operator and the average lack of concentration. The Cohen class of the data operator gives a time-frequency representation of the data set. Furthermore, we show that the von Neumann entropy of the data operator captures local features of the data set and that it is related to the notion of the effective dimensionality. The accumulated Cohen class of the data operator gives us a low-dimensional representation of the data set and we quantify this in terms of the average lack of concentration and the von Neumann entropy of the data operator by an application of a Berezin-Lieb inequality. The framework for our approach is provided by quantum harmonic analysis.

Explore related subjects

Keep this discovery

BibTeXRIS

Monika Doerfler, Franz Luef, Eirik Skrettingland. 2021-11-03. Local Structure and effective Dimensionality of Time Series Data Sets. https://arxiv.org/abs/2111.02153

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Typical dynamical properties of operators on $\ell_p$

We investigate the typical dynamical properties of hypercyclic operators in $\mathcal{L}_M(X)$, the set of all bounded linear operators on $X$ whose norms are at most $M$, when $X=\ell_p$, $1< p<\infty$. We show that, with respect to SOT$^*$, a typical operator $T\in \mathcal{L}_M(X)$ is weakly mixing, is weakly disjoint from a given hypercyclic operator $S$, is not topologically ergodic, and satisfies $(T,T^2,\dotsc,T^k)$ is disjoint hypercyclic for any $k\geq 2$. We also study the typical dynamical properties for the concrete family $\mathcal{M}=\{I+B_w\in \mathcal{L}(X)\colon w\in c_0(\mathbb{Z})\}$, endowed with the norm topology, where $B_w$ is a bilateral weighted backward shift.

math.FA

A bi-Lipschitz characterization of strong minimum-attainment for Lipschitz maps

We completely characterize the denseness of strongly minimum-attaining Lipschitz functions, a minimum analogue for strongly norm-attaining Lipschitz functions, in terms of bi-Lipschitz embeddings. More precisely, our main result shows that the set of strongly minimum-attaining Lipschitz functions defined on a complete metric space $M$ fails the denseness if and only if $M$ is bi-Lipschitz equivalent to a subset of $\mathbb{R}$ with positive Lebesgue measure, or equivalently, if $M$ admits a bi-Lipschitz embedding into $\mathbb{R}$ and $M$ has positive 1-dimensional Hausdorff measure. As a consequence, we provide an isometric characterization of the pure 1-unrectifiability of $M$ in terms of strongly minimum-attaining Lipschitz maps defined on bi-Lipschitz copies of closed subsets of $M$. Several counterexamples showing that the main result cannot be naturally extended to the vector-valued setting are also presented.

math.FA

On weak dominance of t-conorms over t-norms

The weak dominance of aggregation operators, particularly between triangular norms (t-norms) and triangular conorms (t-conorms), has attracted considerable attention in aggregation operator theory. While several characterizations have been obtained for Archimedean and continuous cases, a general criterion for continuous t-conorms over continuous t-norms remains to be fully clarified. In this paper, we provide a complete characterization of a continuous t-conorm weakly dominating a continuous t-norm. We first reduce the problem for ordinal sum operators to that for their single Archimedean components, and then express the weak dominance condition entirely in terms of the additive generators of these components. Our approach covers both strict and nilpotent cases uniformly, and recovers the known results for Archimedean operators as a special case.

math.FA