Related papers: Quantifying time irreversibility using probabilist…

Epilepsy is one of the most common neurological disorders, typically observed via seizure episodes. Epileptic seizures are commonly monitored through electroencephalogram (EEG) recordings due to their routine and low expense collection. The…

Here, we propose a new tool to estimate the complexity of a time series: the entropy of difference (ED). The method is based solely on the sign of the difference between neighboring values in a time series. This makes it possible to…

As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…

Epilepsy is one of the most common neurological diseases, characterized by transient and unprovoked events called epileptic seizures. Electroencephalogram (EEG) is an auxiliary method used to perform both the diagnosis and the monitoring of…

This paper provides insight into when, why, and how forecast strategies fail when they are applied to complicated time series. We conjecture that the inherent complexity of real-world time-series data---which results from the dimension,…

This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual elements. Combining this with a Bayesian change point detection…

Two-time expectation values of sequential measurements of dichotomic observables are known to be time symmetric for closed quantum systems. Namely, if a system evolves unitarily between sequential measurements of dichotomic observables…

We introduce a time-dimensional reduction method for the inverse source problem in linear elasticity, where the goal is to reconstruct the initial displacement and velocity fields from partial boundary measurements of elastic wave…

Neuromodulations as observed in the extracellular electrical potential recordings obtained from Electroencephalograms (EEG) manifest as organized, transient patterns that differ statistically from their featureless noisy background.…

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, namely, i) the…

We investigate the suitability of selected measures of complexity based on recurrence quantification analysis and recurrence networks for an identification of pre-seizure states in multi-day, multi-channel, invasive electroencephalographic…

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

In one-dimensional random walks, the waiting time for each direction transitions is the same, even in the presence of bias, as a consequence of the microscopic-reversibility. We study the symmetry breaking of forward/ backward transition…

We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…

We study a classical reparametrization-invariant system, in which ``time'' is not a priori defined. It consists of a nonrelativistic particle moving in five dimensions, two of which are compactified to form a torus. There, assuming a…

Since the manual detection of electrographic seizures in continuous electroencephalogram (EEG) monitoring is very time-consuming and requires a trained expert, attempts to develop automatic seizure detection are diverse and ongoing. Machine…

We discuss aspects of randomness and of determinism in electrocardiographic signals. In particular, we take a critical look at attempts to apply methods of nonlinear time series analysis derived from the theory of deterministic dynamical…

We calculate a measure of statistical complexity from the global dynamics of electroencephalographic (EEG) signals from healthy subjects and epileptic patients, and are able to stablish a criterion to characterize the collective behavior in…

The arrow of time can be quantified through the Kullback-Leibler divergence ($D_{KL}$) between the distributions of forward and reverse trajectories in a system. Many approaches to estimate this rely on specific models, but the use of…

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…