a time series (a) is embedded (b) using state space reconstruction from Takens’ embedding or segmenting the vectors into a set of permutations. From these two representations, an undirected, unweighted network (c) is formed by either applying a kth nearest neighbors algorithm or by setting each permutation state as a node. The distance matrix (d) is calculated using the shortest path between all nodes. The
persistence diagram (e) is generated by applying persistent homology to the distance matrix. Finally