Abstract
Topological data analysis (TDA) provide tools that are becoming increasingly popular for analyzing multivariate time series data. One key aspect in analyzing multivariate time series is dependence between components. One application is on brain signal analysis. In particular, various dependence patterns in brain networks may be linked to specific tasks and cognitive processes. These dependence patterns may be altered by various neurological and cognitive impairments such as Alzheimer's and Parkinson's diseases, as well as attention deficit hyperactivity disorder (ADHD). Because there is no ground-truth with known dependence patterns in real brain signals, testing new TDA methods on multivariate time series is still a challenge. Our goal here is to develop novel statistical inference procedures via simulations. Simulations are useful for generating some null distributions of a test statistic (for hypothesis testing), forming confidence regions, and for evaluating the performance of proposed TDA methods. To the best of our knowledge, there are no methods that simulate multivariate time series data with potentially complex user-specified connectivity patterns. In this paper we present a novel approach to simulate multivariate time series with specific number of cycles/holes in its dependence network. Furthermore, we also provide a procedure for generating higher dimensional topological features.