Topological Detection of Phenomenological Bifurcations with Unreliable Kernel Densities

Phenomenological (P-type) bifurcations are qualitative changes in stochastic dynamical systems whereby the stationary probability density function (PDF) changes its topology. The current state of the art for detecting these bifurcations requires reliable kernel density estimates computed from an ensemble of system realizations. However, in several real world signals such as Big Data, only a single system realization is available -- making it impossible to estimate a reliable kernel density. This study presents an approach for detecting P-type bifurcations using unreliable density estimates. The approach creates an ensemble of objects from Topological Data Analysis (TDA) called persistence diagrams from the system's sole realization and statistically analyzes the resulting set. We compare several methods for replicating the original persistence diagram including Gibbs point process modelling, Pairwise Interaction Point Modelling, and subsampling. We show that for the purpose of predicting a bifurcation, the simple method of subsampling exceeds the other two methods of point process modelling in performance.

Robust Zero-crossings Detection in Noisy Signals using Topological Signal Processing

We explore a novel application of zero-dimensional persistent homology from Topological Data Analysis (TDA) for bracketing zero-crossings of both one-dimensional continuous functions, and uniformly sampled time series. We present an algorithm and show its robustness in the presence of noise for a range of sampling frequencies. In comparison to state-of-the-art software-based methods for finding zeros of a time series, our method generally converges faster, provides higher accuracy, and is capable of finding all the roots in a given interval instead of converging only to one of them. We also present and compare options for automatically setting the persistence threshold parameter that influences the accurate bracketing of the roots.