Delay Parameter Selection in Permutation Entropy Using Topological Data Analysis

Permutation Entropy (PE) is a powerful tool for quantifying the predictability of a sequence which includes measuring the regularity of a time series. Despite its successful application in a variety of scientific domains, PE requires a judicious choice of the delay parameter $\tau$. While another parameter of interest in PE is the motif dimension $n$, Typically $n$ is selected between $4$ and $8$ with $5$ or $6$ giving optimal results for the majority of systems. Therefore, in this work we focus solely on choosing the delay parameter. Selecting $\tau$ is often accomplished using trial and error guided by the expertise of domain scientists. However, in this paper, we show that persistent homology, the flag ship tool from Topological Data Analysis (TDA) toolset, provides an approach for the automatic selection of $\tau$. We evaluate the successful identification of a suitable $\tau$ from our TDA-based approach by comparing our results to a variety of examples in published literature

Adaptive Partitioning for Template Functions on Persistence Diagrams

As the field of Topological Data Analysis continues to show success in theory and in applications, there has been increasing interest in using tools from this field with methods for machine learning. Using persistent homology, specifically persistence diagrams, as inputs to machine learning techniques requires some mathematical creativity. The space of persistence diagrams does not have the desirable properties for machine learning, thus methods such as kernel methods and vectorization methods have been developed. One such featurization of persistence diagrams by Perea, Munch and Khasawneh uses continuous, compactly supported functions, referred to as "template functions," which results in a stable vector representation of the persistence diagram. In this paper, we provide a method of adaptively partitioning persistence diagrams to improve these featurizations based on localized information in the diagrams. Additionally, we provide a framework to adaptively select parameters required for the template functions in order to best utilize the partitioning method. We present results for application to example data sets comparing classification results between template function featurizations with and without partitioning, in addition to other methods from the literature.Comment: To appear in proceedings of IEEE ICMLA 201