A signature-transform method with random time-point subsampling constructs hypergraphs over collections of multivariate time series, reaching 66 to 71 percent accuracy on synthetic nearest-neighbor systems.
In: Complex Networks & Their Applications XII: Proceedings of The Twelfth International Conference on Complex Networks and their Applications: COMPLEX NETWORKS 2023 Volume 1
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Hypergraphs on high dimensional time series sets using signature transform
A signature-transform method with random time-point subsampling constructs hypergraphs over collections of multivariate time series, reaching 66 to 71 percent accuracy on synthetic nearest-neighbor systems.