Related papers: Assessing time series irreversibility through micr…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
Symmetries have a crucial role in today's physics. In this thesis, we are mostly concerned with time reversal invariance (T-symmetry). A physical system is time reversal invariant if its underlying laws are not sensitive to the direction of…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
A defining feature of living matter is the ability to harness energy to self-organize multiscale structures whose functions are facilitated by irreversible nonequilibrium dynamics. While progress has been made in elucidating the underlying…
This letter is focused on the design and analysis of computational wideband time-reversal imaging algorithms, designed to be adaptive with respect to the noise levels pertaining to the frequencies being employed for scene probing. These…
We propose criteria that define a trend for time series with inherent multi-scale features. We call this trend the {\it tendency} of a time series. The tendency is defined empirically by a set of criteria and captures the large-scale…
Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…
Time series are ubiquitous, and a measure to assess their similarity is a core part of many computational systems. In particular, the similarity measure is the most essential ingredient of time series clustering and classification systems.…
There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…
Current research in statistical mechanics mostly concerns the investigation of out-of-equilibrium, irreversible processes, which are ubiquitous in nature and still far from being theoretically understood. Even the precise characterization…
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…
Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…
The issue of irreversibility in a universe with time-reversal-symmetric laws is a central problem in physics. % , and, in particular, to statistical mechanics, information theory and quantum thermodynamics. In this letter, we discuss for…
In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
Time can be defined as the duration between events. It is irreversible. When used as a variable in quantifying the changing properties of matter, this irreversibility of time is incompatible with Newton's deterministic mechanics and with…
We investigate the statistical arrow of time for a quantum system being monitored by a sequence of measurements. For a continuous qubit measurement example, we demonstrate that time-reversed evolution is always physically possible, provided…
In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of…
The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…
The concept of time mostly plays a subordinate role in finance and economics. The assumption is that time flows continuously and that time series data should be analyzed at regular, equidistant intervals. Nonetheless, already nearly 60…