Time-Aware Knowledge Representations of Dynamic Objects with Multidimensional Persistence
Baris Coskunuzer, Ignacio Segovia-Dominguez, Yuzhou Chen, Yulia R. Gel
TL;DR
This work tackles learning from time-evolving data by introducing Temporal MultiPersistence (TMP), which combines multi-parameter persistence with zigzag persistence along the time axis to produce time-aware, multidimensional topological fingerprints. TMP vectorizations extend standard persistence representations into higher dimensions, yielding ML-friendly inputs such as tensors that capture evolution across time and other filtering dimensions. The authors prove stability guarantees for TMP vectorizations, propose TMP-Nets that integrate adaptive GCNs with CNN-based TMP feature learning and GRU forecasting, and demonstrate strong performance and efficiency advantages on traffic, Ethereum token networks, and ECG data, especially under limited data. Overall, TMP provides a scalable, theory-grounded framework that unifies topological summaries with deep learning for robust time-aware learning on dynamic graphs and time series.
Abstract
Learning time-evolving objects such as multivariate time series and dynamic networks requires the development of novel knowledge representation mechanisms and neural network architectures, which allow for capturing implicit time-dependent information contained in the data. Such information is typically not directly observed but plays a key role in the learning task performance. In turn, lack of time dimension in knowledge encoding mechanisms for time-dependent data leads to frequent model updates, poor learning performance, and, as a result, subpar decision-making. Here we propose a new approach to a time-aware knowledge representation mechanism that notably focuses on implicit time-dependent topological information along multiple geometric dimensions. In particular, we propose a new approach, named \textit{Temporal MultiPersistence} (TMP), which produces multidimensional topological fingerprints of the data by using the existing single parameter topological summaries. The main idea behind TMP is to merge the two newest directions in topological representation learning, that is, multi-persistence which simultaneously describes data shape evolution along multiple key parameters, and zigzag persistence to enable us to extract the most salient data shape information over time. We derive theoretical guarantees of TMP vectorizations and show its utility, in application to forecasting on benchmark traffic flow, Ethereum blockchain, and electrocardiogram datasets, demonstrating the competitive performance, especially, in scenarios of limited data records. In addition, our TMP method improves the computational efficiency of the state-of-the-art multipersistence summaries up to 59.5 times.
