Classification of Stochastic Processes with Topological Data Analysis

İsmail Güzel; Atabey Kaygun

doi:10.1002/cpe.7732

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arXiv · 2206.03973

Classification of Stochastic Processes with Topological Data Analysis

İsmail Güzel·Atabey Kaygun

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Abstract

In this study, we examine if engineered topological features can distinguish time series sampled from different stochastic processes with different noise characteristics, in both balanced and unbalanced sampling schemes. We compare our classification results against the results of the same classification tasks built on statistical and raw features. We conclude that in classification tasks of time series, different machine learning models built on engineered topological features perform consistently better than those built on standard statistical and raw features.

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İsmail Güzel, Atabey Kaygun. 2022-06-08. Classification of Stochastic Processes with Topological Data Analysis. https://doi.org/10.1002/cpe.7732

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