Maximum diversity, weighting and invariants of time series
By: Byungchang So
Potential Business Impact:
Helps computers understand patterns in time data.
Magnitude, obtained as a special case of Euler characteristic of enriched category, represents a sense of the size of metric spaces and is related to classical notions such as cardinality, dimension, and volume. While the studies have explained the meaning of magnitude from various perspectives, continuity also gives a valuable view of magnitude. Based on established results about continuity of magnitude and maximum diversity, this article focuses on continuity of weighting, a distribution whose totality is magnitude, and its variation corresponding to maximum diversity. Meanwhile, recent studies also illuminated the connection between magnitude and data analysis by applying magnitude theory to point clouds representing the data or the set of model parameters. This article will also provide an application for time series analysis by introducing a new kind of invariants of periodic time series, where the invariance follows directly from the continuity results. As a use-case, a simple machine learning experiment is conducted with real-world data, in which the suggested invariants improved the performance.
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