  Topological data analysis (TDA), while abstract, allows a characterization of
time-series data obtained from nonlinear and complex dynamical systems. Though
it is surprising that such an abstract measure of structure - counting pieces
and holes - could be useful for real-world data, TDA lets us compare different
systems, and even do membership testing or change-point detection. However, TDA
is computationally expensive and involves a number of free parameters. This
complexity can be obviated by coarse-graining, using a construct called the
witness complex. The parametric dependence gives rise to the concept of
persistent homology: how shape changes with scale. Its results allow us to
distinguish time-series data from different systems - e.g., the same note
played on different musical instruments.
