Special Session 122: Topological Data Analysis Theory, Algorithms, and Applications

Using topology to inform embedding
Michael Small
University of Western Australia
Australia
Co-Author(s):    Eugene Tan
Abstract:
Embedding via time delay reconstruction is a fundamental step in reconstructing deterministic dynamical systems from time series data. In this talk I will review two techniques, due to topological data analysis )TDA) that allow one to better construct a time delay embedding and to be evaluate performance of models of dynamics in that reconstructed space. First, TDA is used to select a geometrically tuned value of time delay for the reconstruction. Second, TDA applied to reconstructed attractors will be used to provide a metric to evaluate model performance. Time permitting I will introduce new methods to use information theory to optimise the modelling process with reservoir computing.