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Time irreversibility (temporal asymmetry) is one of fundamental properties that characterize the nonlinearity of complex dynamical processes, and our brain is a typical complex dynamical system manifested with nonlinearity. Two…

Neurons and Cognition · Quantitative Biology 2020-03-10 Yao Wen-po , Yao wen-li , Dai Jia-fei , Wang Jun

Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of…

Signal Processing · Electrical Eng. & Systems 2021-01-20 Wenpo Yao , Jun Wang , Matjaz Perc , Wenli Yao , Jiafei Dai , Daqing Guo , Dezhong Yao

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…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin

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,…

Data Analysis, Statistics and Probability · Physics 2016-04-07 Jonathan F. Donges , Reik V. Donner , Jürgen Kurths

In this work we introduce the lag irreversibility function as a method to assess time-irreversibility in discrete time series. It quantifies the degree of time-asymmetry for the joint probability function of the state variable under study…

Data Analysis, Statistics and Probability · Physics 2023-08-01 Nazul Merino Negrete , Cesar Maldonado , Raúl Salgado-García

Time irreversibility (TIR) refers to the manifestation of nonequilibrium brain activity influenced by various physiological conditions; however, the influence of sleep on electroencephalogram (EEG) TIR has not been sufficiently…

Computation · Statistics 2024-05-07 Wenpo Yao

Measures of the direction and strength of the interdependence between two time series are evaluated and modified in order to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect.…

Data Analysis, Statistics and Probability · Physics 2015-05-27 A. Papana , D. Kugiumtzis , P. G. Larsson

We propose a model for time series taking values on a Riemannian manifold and fit it to time series of covariance matrices derived from EEG data for patients suffering from epilepsy. The aim of the study is two-fold: to develop a model with…

Methodology · Statistics 2024-02-13 Tao Ding , Tom M. W. Nye , Yujiang Wang

In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the accuracy of this measure. There has been little research on…

Methodology · Statistics 2017-11-22 Francisco Traversaro , Francisco Redelico

Although time irreversibility (TIR) and amplitude irreversibility (AIR) are relevant concepts for nonequilibrium analysis, their association has received little attention. This paper conducts a systematic comparative analysis of the…

Computation · Statistics 2022-10-18 Wenpo Yao , Wenli Yao , Rongshuang Xu , Jun Wang

The use of EEG signal to diagnose several brain abnormalities is well-established in the literature. Particularly, epileptic seizure can be detected using EEG signals and several works were done in this field. The joint time-frequency…

Signal Processing · Electrical Eng. & Systems 2020-01-24 Abdullah Othman , Mohamed A. Deriche

Permutation time irreversibility is an important method to quantify nonequilibrium characteristics of complex systems; however, ordinal pattern is a coarse-graining alternative of temporal structure and cannot accurately represent detailed…

Data Analysis, Statistics and Probability · Physics 2025-07-11 Wenpo Yao

We present a measure for characterizing statistical relationships between two time sequences. In contrast to commonly used measures like cross-correlations, coherence and mutual information, the proposed measure is non-symmetric and…

chao-dyn · Physics 2009-10-31 J. Arnhold , P. Grassberger , K. Lehnertz , C. E. Elger

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

Statistical Mechanics · Physics 2023-07-05 Jann van der Meer , Julius Degünther , Udo Seifert

Time irreversibility is a common signature of nonlinear processes, and a fundamental property of non-equilibrium systems driven by non-conservative forces. A time series is said to be reversible if its statistical properties are invariant…

Data Analysis, Statistics and Probability · Physics 2021-12-08 Johann H. Martínez , José L. Herrera-Diestra , Mario Chavez

Understanding the seizure initiation process and its propagation pattern(s) is a critical task in epilepsy research. Characteristics of the pre-seizure electroencephalograms (EEGs) such as oscillating powers and high-frequency activities…

Applications · Statistics 2009-01-27 Li Qin , Yuedong Wang

The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Teresa Dalle Nogare , Ben D. Fulcher

In magnetoencephalography (MEG) the conventional approach to source reconstruction is to solve the underdetermined inverse problem independently over time and space. Here we present how the conventional approach can be extended by…

Objective: Identifying abnormalities in interictal intracranial EEG, by comparing patient data to a normative map, has shown promise for the localisation of epileptogenic tissue and prediction of outcome. The approach typically uses short…

Order patterns apply well to many fields, because of minimal stationarity assumptions. Here we fix the methodology of patterns of length 3 by introducing an orthogonal system of four pattern contrasts. These contrasts are statistically…

Dynamical Systems · Mathematics 2023-01-02 Christoph Bandt
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