We introduce new methods for determining the optimal embedding delay for time series data leveraging sublevel persistent homology from topological data analysis.
Published on June 10, 2024 by Max Chumley
Delay embedding parameters TDA Takens embedding
Audun D Myers, Max M. Chumley, Firas A Khasawneh
Myers, A. D., Chumley, M. M., & Khasawneh, F. A. (2024). Delay parameter selection in permutation entropy using topological data analysis. La Matematica, 1-34.