Related papers: Validity of time reversal for testing Granger caus…
The experimental proofs of strong time invariance violation in optics are discussed. Time noninvariance is the only real physical base for explanation the origin of the most phenomena in nonlinear optics. The experimental study of forward…
We develop a multivariate functional autoregressive model (MFAR), which captures the cross-correlation among multiple functional time series and thus improves forecast accuracy. We estimate the parameters under the Bayesian dynamic linear…
This paper proposes strategies to detect time reversibility in stationary stochastic processes by using the properties of mixed causal and noncausal models. It shows that they can also be used for non-stationary processes when the trend…
We consider the statistical inverse problem of estimating a background fluid flow field $\mathbf{v}$ from the partial, noisy observations of the concentration $\theta$ of a substance passively advected by the fluid, so that $\theta$ is…
We demonstrate that the diffusion coefficient, $D$, for ultrasound propagating in a multiple scattering medium, such as a dense granular suspension, can be measured using a time reversal experiment. This requires an unprecedented…
This paper develops a tractable analytical channel model for first-hitting-time molecular communication (MC) systems under time-varying drift. While existing studies of nonstationary transport rely primarily on numerical solutions of…
A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is…
Time-reversal symmetry allows waves to retrace their paths through complex media and refocus at their origin. However, incomplete capture and reversal of scattered waves often limits pulse recompression. We address this challenge for…
We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…
It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of…
We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…
A temporal knowledge graph (TKG) stores the events derived from the data involving time. Predicting events is extremely challenging due to the time-sensitive property of events. Besides, the previous TKG completion (TKGC) approaches cannot…
Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…
Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response…
This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this…
Lagrangian particles in turbulence separate away from each other faster in the backward in time direction as compared to forward in time. In this work, we show that time irreversibility is kinematically rooted in the fact that, when viewed…
We consider time-reversal of electromagnetic waves in a closed, wave-chaotic system containing a discrete, passive, harmonic-generating nonlinearity. An experimental system is constructed as a time-reversal mirror, in which excitations…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…
Motivated by the recent CPLEAR measurement on the time-reversal non-invariance, we review the situation concerning the experimental measurements of charge conjugation, parity violation and time reversibility, in systems with non-Hermitean…