Directed graph descriptors and distances for analyzing multivariate time series data
Belton, Robin Lynne
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Local maxima and minima, or extremal events, in experimental time series can be used as a coarse summary to characterize data. However, the discrete sampling in recording experimental measurements suggests uncertainty in the true timing of extrema during the experiment. This in turn gives uncertainty in the timing order of extrema within the time series. Motivated by applications in genomic time series and biological network analysis, we construct a weighted directed acyclic graph (DAG) called an extremal event DAG using techniques from persistent homology that is robust to measurement noise. Furthermore, we define a distance between extremal event DAGs based on the edit distance between strings. We prove several properties including local stability for the extremal event DAG distance with respect to pairwise L1 distances between functions in the time series data. Lastly, we provide algorithms, publicly free software, and implementations on extremal event DAG construction and comparison.