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Harnessing the power of topological data analysis to detect change points
Author(s) -
Islambekov Umar,
Yuvaraj Monisha,
Gel Yulia R.
Publication year - 2020
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.2612
Subject(s) - change detection , computer science , topological data analysis , data mining , topology (electrical circuits) , nonparametric statistics , process (computing) , algorithm , mathematics , econometrics , artificial intelligence , combinatorics , operating system
Abstract We introduce a novel geometry‐oriented methodology, based on the emerging tools of topological data analysis, into the change‐point detection framework. The key rationale is that change points are likely to be associated with changes in geometry behind the data‐generating process. While the applications of topological data analysis to change‐point detection are potentially very broad, in this paper, we primarily focus on integrating topological concepts with the existing nonparametric methods for change‐point detection. In particular, the proposed new geometry‐oriented approach aims to enhance detection accuracy of distributional regime shift locations. Our simulation studies suggest that integration of topological data analysis with some existing algorithms for change‐point detection leads to consistently more accurate detection results. We illustrate our new methodology in application to the two closely related environmental time series data sets—ice phenology of the Lake Baikal and the North Atlantic Oscillation indices, in a research query for a possible association between their estimated regime shift locations.