A Stable Measure of Similarity for Time Series using Persistent Homology
arXiv:2501.02817v4 Announce Type: replace-cross Abstract: Persistent homology, the study of holes that appear in data as one thickens balls centered around its points over time, has theoretically guaranteed stability. That is, small data perturbations guarantee small changes in the lifetimes of these holes. This stability has been used to construct a measure of periodicity for a single univariate time series, denoted score(f1). One popular measure of similarity between two time series is percent determinism (%DET), which measures the […]