Journal article 1167 views
Cyclicality, Periodicity and the Topology of Time Series
Pawel Dlotko 
,
Wanling Qiu,
Simon Rudkin
,
Wanling Qiu,
Simon Rudkin
arXiv
Swansea University Authors:
Pawel Dlotko , Wanling Qiu, Simon Rudkin
Abstract
Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented technique is of a general nature and may be employed wherever there is suspected cyclic behaviour in a time series with no tr...
| Published in: | arXiv |
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| Published: |
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| Online Access: |
https://arxiv.org/abs/1905.12118v1 |
| URI: | https://cronfa.swan.ac.uk/Record/cronfa51890 |
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| Abstract: |
Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented technique is of a general nature and may be employed wherever there is suspected cyclic behaviour in a time series with no trend. The approach is tested on a number of real-world examples enabling us to consistently demonstrate an ability to recognise periodic behaviour where conventional techniques fail to do so. Quicker to react to changes in time series behaviour, and with a high robustness to noise, the toolbox offers a powerful way to deeper understanding of time series dynamics. |
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| Item Description: |
Preprint article before certification by peer review |
| Keywords: |
Data Topology, Cyclicality, Time Series, Periodicity Detection |
| College: |
Faculty of Humanities and Social Sciences |