Persistence of Weighted Ordinal Partition Networks for Dynamic State Detection

Abstract

One of the most important problems arising in time series analysis is that of bifurcation, or change point detection. That is, given a collection of time series over a varying parameter, when has the structure of the underlying dynamical system changed? For this task, we turn to the field of topological data analysis (TDA), which encodes information about the shape and structure of data. The idea of utilizing tools from TDA for signal processing tasks, known as topological signal processing (TSP), has gained much attention in recent years, largely through a standard pipeline that computes the persistent homology of the point cloud generated by the Takens' embedding. However, this procedure is limited by computation time since the simplicial complex generated in this case is large, but also has a great deal of redundant data. For this reason, we turn to a more recent method for encoding the structure of the attractor, which constructs an ordinal partition network (OPN) representing information about when the dynamical system has passed between certain regions of state space. The result is a weighted graph whose structure encodes information about the underlying attractor. Our previous work began to find ways to package the information of the OPN in a manner that is amenable to TDA; however, that work only used the network structure and did nothing to encode the additional weighting information. In this paper, we take the next step: building a pipeline to analyze the weighted OPN with TDA and showing that this framework provides more resilience to noise or perturbations in the system and improves the accuracy of the dynamic state detection.