Related papers: Assessing time series irreversibility through micr…

The appealing theoretical measure of irreversibility in a stochastic process, as the ratio of the probabilities of a trajectory and its time reversal, cannot be accessed directly in experiment since the probability of a single trajectory is…

We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…

We examine the time variation of a previously-uninvestigated fundamental dimensionless constant. Constraints are placed on this time variation using historical measurements. A model is presented for the time variation, and it is shown to…

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…

There are several forms of irreducibility in computing systems, ranging from undecidability to intractability to nonlinearity. This paper is an exploration of the conceptual issues that have arisen in the course of investigating speed-up…

Time reversal symmetric triangular maps of the unit square are introduced with the property that the time evolution of one of their two variables is determined by a piecewise expanding map of the unit interval. We study their statistical…

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

We present a complexity measure for any finite time series. This measure has invariance under any monotonic transformation of the time series, has a degree of robustness against noise, and has the adaptability of satisfying almost all the…

We know that maximal efficiency in physical systems is attained by reversible processes. It is then interesting to see how irreversibility affects efficiency in other systems, e.g., in a city. In this study, we focus on a cyclic process of…

The existence of incompatible measurements, epitomized by Heisenberg's uncertainty principle, is one of the distinctive features of quantum theory. So far, quantum incompatibility has been studied for measurements that test the preparation…

We propose a new multivariate time series model in which we assume that each component has a tendency to revert to the minimum of all components. Such a specification is useful to describe phenomena where each member in a population which…

Time-reversal symmetry is a prevalent feature of microscopic physics, including operational quantum theory and classical general relativity. Previous works have studied indefinite causal structure using the language of operational quantum…

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy. Intra-series irregularity refers to the…

We develop a new methodology for the fitting of nonstationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location scale and shape of the underlying distribution. In order to achieve this goal, we…

We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forecast instability from the economic forecaster's perspective…

Irreversibility and acausality of a sub-system are established in exactly soluble harmonic models with reversible and causal dynamics. It is shown that initial conditions, imposed on some dynamical degrees of freedom may break time reversal…

A dynamical system is said to be reversible if, given an output, the input can always be recovered in a well-posed manner. Nevertheless, we argue that reversible systems that have a time-reversal symmetry, such as the Nonlinear…

The discussion is limited to first-class parametrized systems, where the definition of time evolution and observables is not trivial, and to finite dimensional systems in order that technicalities do not obscure the conceptual framework.…

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…