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[WSS20] Persistent Homology

Andrew Ortegaray
Posted 4 years ago

The barcode diagram and filtration from data sampled from a sphere
POSTED BY: Andrew Ortegaray
4 Replies
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POSTED BY: Moderation Team
Warren Tou
Warren Tou
Posted 2 years ago

Hi Andrew I am trying to apply Persistent Homology to stocks. Trying the example below I get an error message but clicking on that message or searching for the strong does not show any answers as to how to resolve. The examples show using point cloud data while stocks are time series. Do I need to perform some transformation first in an interim step? Thank you regards Warren

data = FinancialData["SBUX", "Close", {{2013, 1, 1}, {2013, 12, 1}, "Week"}, Method -> "WDF"]

ph = ResourceFunction["PersistentHomology"][data]

Error message is Syntax :Expression "ResourceFunction[PersistentHomology][data] has no closing ].
POSTED BY: Warren Tou
Rohit Namjoshi
Rohit Namjoshi
Posted 2 years ago

From the documentation

works for any dataset where the ei are numerical lists of the same length.

FinancialData returns {DateObject, Quantity}. One way to convert to numerical

numerical = Normal@data /. {d_, v_} :> {UnixTime@d, QuantityMagnitude@v}

But

ResourceFunction["PersistentHomology"][numerical]

seems to hang at "Reducing Boundary Matrix" 6 / 8
POSTED BY: Rohit Namjoshi
Warren Tou
Warren Tou
Posted 2 years ago

Thank you - I get similar errors Rohit.
POSTED BY: Warren Tou
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