IDEAS home Printed from https://ideas.repec.org/a/wly/jforec/v44y2025i7p2089-2105.html
   My bibliography  Save this article

Turning Time Into Shapes: A Point‐Cloud Framework With Chaotic Signatures for Time Series

Author

Listed:
  • Pradeep Singh
  • Balasubramanian Raman

Abstract

We propose a novel methodology for transforming financial time series into a geometric format via a sequence of point clouds, enabling richer modeling of nonstationary behavior. In this framework, volatility serves as a spatial directive to guide how overlapping temporal windows become connected in an adjacency tensor, capturing both local volatility relationships and temporal proximity. Spatial expansion then interpolates points of different connection strengths while gap filling ensures a regularized geometric structure. A subsequent relevance‐weighted attention mechanism targets significant regions of each transformed window. To further illuminate underlying dynamics, we integrate the largest Lyapunov exponents directly into each point cloud, embedding a chaotic signature that quantifies local predictability. Unlike canonical CNN, RNN, or Transformer pipelines, this geometry‐based representation makes it easier to detect abrupt changes, volatility clusters, and multiscale dependencies via explicit geometric and topological cues. Finally, an architecture incorporating graph‐inspired components—along with point‐cloud encoders and multihead attention—learns both short‐term and long‐term dynamics from the spatially enriched time series. The method's ability to harmonize volatility‐driven structure, chaotic features, and temporal attention improves predictive performance in empirical testing on stock and cryptocurrency data, underscoring its potential for versatile financial analysis and risk‐based applications.

Suggested Citation

  • Pradeep Singh & Balasubramanian Raman, 2025. "Turning Time Into Shapes: A Point‐Cloud Framework With Chaotic Signatures for Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(7), pages 2089-2105, November.
  • Handle: RePEc:wly:jforec:v:44:y:2025:i:7:p:2089-2105
    DOI: 10.1002/for.3287
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/for.3287
    Download Restriction: no

    File URL: https://libkey.io/10.1002/for.3287?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jforec:v:44:y:2025:i:7:p:2089-2105. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www3.interscience.wiley.com/cgi-bin/jhome/2966 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.