Journal article 1161 views
Cyclicality, Periodicity and the Topology of Time Series
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...
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https://arxiv.org/abs/1905.12118v1 |
URI: | https://cronfa.swan.ac.uk/Record/cronfa51890 |
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2019-09-12T20:48:46Z |
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v2 51890 2019-09-12 Cyclicality, Periodicity and the Topology of Time Series 403ec9c6f5967333948eabebe06a75f5 0000-0001-5352-3102 Pawel Dlotko Pawel Dlotko true false dcbad51452ff28fbfdf7e82d4669c6a4 Wanling Qiu Wanling Qiu true false 93f12293ea6ed07ae8162cf25659c5f2 0000-0001-8622-7318 Simon Rudkin Simon Rudkin true false 2019-09-12 SMA 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. Journal Article arXiv Data Topology, Cyclicality, Time Series, Periodicity Detection 0 0 0 0001-01-01 https://arxiv.org/abs/1905.12118v1 Preprint article before certification by peer review COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2023-05-22T14:13:23.8641157 2019-09-12T17:08:44.4901315 Faculty of Humanities and Social Sciences Pawel Dlotko 0000-0001-5352-3102 1 Wanling Qiu 2 Simon Rudkin 0000-0001-8622-7318 3 |
title |
Cyclicality, Periodicity and the Topology of Time Series |
spellingShingle |
Cyclicality, Periodicity and the Topology of Time Series Pawel Dlotko Wanling Qiu Simon Rudkin |
title_short |
Cyclicality, Periodicity and the Topology of Time Series |
title_full |
Cyclicality, Periodicity and the Topology of Time Series |
title_fullStr |
Cyclicality, Periodicity and the Topology of Time Series |
title_full_unstemmed |
Cyclicality, Periodicity and the Topology of Time Series |
title_sort |
Cyclicality, Periodicity and the Topology of Time Series |
author_id_str_mv |
403ec9c6f5967333948eabebe06a75f5 dcbad51452ff28fbfdf7e82d4669c6a4 93f12293ea6ed07ae8162cf25659c5f2 |
author_id_fullname_str_mv |
403ec9c6f5967333948eabebe06a75f5_***_Pawel Dlotko dcbad51452ff28fbfdf7e82d4669c6a4_***_Wanling Qiu 93f12293ea6ed07ae8162cf25659c5f2_***_Simon Rudkin |
author |
Pawel Dlotko Wanling Qiu Simon Rudkin |
author2 |
Pawel Dlotko Wanling Qiu Simon Rudkin |
format |
Journal article |
container_title |
arXiv |
institution |
Swansea University |
college_str |
Faculty of Humanities and Social Sciences |
hierarchytype |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
url |
https://arxiv.org/abs/1905.12118v1 |
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description |
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. |
published_date |
0001-01-01T14:13:22Z |
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1766600162447196160 |
score |
11.035349 |