用欧拉特征面分析时间序列,速度快且可解释。
Interpretable Classification of Time Series Using Euler Characteristic Surfaces
- 基于欧拉特征构建时序拓扑特征,直接输入机器学习模型。
- 在ECG5000上达98%准确率,远超传统拓扑方法的62%。
- 结果可解释,适合需要透明决策的医疗场景。
传统拓扑数据分析中的持久同调(PH)计算成本高,需向量化处理,且仅捕捉空间信息。针对时间序列数据,本文提出欧拉特征面(ECS),基于欧拉特征(χ)构建一种高效、时空一体化且天然离散的特征表示,可直接输入机器学习模型。证明了其在输入扰动下保持稳定性的定理。首先验证了ECS能有效区分Rössler系统中极限环与奇异吸引子的非平凡拓扑差异。随后构建基于ECS的分类框架,应用于五个基准生物医学数据集(四组心电图,一组脑电图),来自UCR/UEA存档。在ECG5000上,单特征ECS分类器达到98%准确率,复杂度为O(n + R·T),优于近期基于PH方法的62%。采用AdaBoost扩展后准确率达98.6%,媲美最优深度学习模型,同时保持完全可解释性。在TwoLeadECG(94.1%)和Epilepsy2(92.6%)上也取得优异表现。
原文摘要 · Abstract (English)
Persistent homology (PH) -- the conventional method in topological data analysis -- is computationally expensive, requires further vectorization of its signatures before machine learning (ML) can be applied, and captures information along only the spatial axis. For time series data, we propose Euler Characteristic Surfaces (ECS) as an alternative topological signature based on the Euler characteristic ($χ$) -- a fundamental topological invariant. The ECS provides a computationally efficient, spatiotemporal, and inherently discretized feature representation that can serve as direct input to ML models. We prove a stability theorem guaranteeing that the ECS remains stable under small perturbations of the input time series. We first demonstrate that ECS effectively captures the nontrivial topological differences between the limit cycle and the strange attractor in the Rössler system. We then develop an ECS-based classification framework and apply it to five benchmark biomedical datasets (four ECG, one EEG) from the UCR/UEA archive. On $\textit{ECG5000}$, our single-feature ECS classifier achieves $98\%$ accuracy with $O(n+R\cdot T)$ complexity, compared to $62\%$ reported by a recent PH-based method. An AdaBoost extension raises accuracy to $98.6\%$, matching the best deep learning results while retaining full interpretability. Strong results are also obtained on $\textit{TwoLeadECG}$ ($94.1\%$) and $\textit{Epilepsy2}$ ($92.6\%$).
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