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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

To simplify the quantification of time irreversibility, we employ order patterns instead of the raw multi-dimension vectors in time series, and considering the existence of forbidden permutation, we propose a subtraction-based parameter,…

Medical Physics · Physics 2019-02-08 Wenpo Yao , Wenli Yao , Jun Wang , Jiafei Dai

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

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

We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…

Statistics Theory · Mathematics 2018-10-02 Konstantinos Fokianos , Lionel Truquet

Motivated by a variety of applications, high-dimensional time series have become an active topic of research. In particular, several methods and finite-sample theories for individual stable autoregressive processes with known lag have…

Statistics Theory · Mathematics 2023-03-06 Somnath Chakraborty , Johannes Lederer , Rainer von Sachs

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

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…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

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…

chao-dyn · Physics 2007-05-23 Holger Kantz , Thomas Schreiber

A patient's estimated glomerular filtration rate (eGFR) can provide important information about disease progression and kidney function. Traditionally, an eGFR time series is interpreted by a human expert labelling it as stable or unstable.…

Machine Learning · Computer Science 2016-05-18 Santosh Tirunagari , Simon Bull , Norman Poh

We propose and investigate a method for identifying timescales of dissipation in nonequilibrium steady states modeled as discrete-state Markov jump processes. The method is based on how the irreversibility-measured by the statistical…

Statistical Mechanics · Physics 2023-07-24 Freddy A. Cisneros , Nikta Fakhri , Jordan M. Horowitz

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

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

Logic in Computer Science · Computer Science 2016-02-09 Daisuke Ishii , Naoki Yonezaki , Alexandre Goldsztejn

We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Lucas Lacasa , Ángel M. Núñez , Édgar Roldán , Juan M. R. Parrondo , Bartolo Luque

Electrocardiograms (ECGs) are an established technique to screen for abnormal cardiac signals. Recent work has established that it is possible to detect arrhythmia directly from the ECG signal using deep learning algorithms. While a few…

Signal Processing · Electrical Eng. & Systems 2024-11-28 Hyewon Jeong , Suyeol Yun , Hammaad Adam

Electrocardiogram~(ECG), a key bioelectrical time-series signal, is crucial for assessing cardiac health and diagnosing various diseases. Given its time-series format, ECG data is often incorporated into pre-training datasets for…

Signal Processing · Electrical Eng. & Systems 2026-02-26 Zhijiang Tang , Jiaxin Qi , Yuhua Zheng , Jianqiang Huang

The automated analysis of medical time series, such as the electrocardiogram (ECG), electroencephalogram (EEG), pulse oximetry, etc, has the potential to serve as a valuable tool for diagnostic decisions, allowing for remote monitoring of…

In order for clinicians to manage disease progression and make effective decisions about drug dosage, treatment regimens or scheduling follow up appointments, it is necessary to be able to identify both short and long-term trends in…

Quantitative Methods · Quantitative Biology 2016-12-06 Norman Poh , Simon Bull , Santosh Tirunagari , Nicholas Cole , Simon de Lusignan

Laboratory value represents a cornerstone of medical diagnostics, but suffers from slow turnaround times, and high costs and only provides information about a single point in time. The continuous estimation of laboratory values from…

Signal Processing · Electrical Eng. & Systems 2025-11-21 Juan Miguel Lopez Alcaraz , Nils Strodthoff

The characterization of heart dynamics with a view to distinguish abnormal from normal behavior is an interesting topic in clinical sciences. Here we present an analysis of the Electro-cardiogram (ECG) signals obtained under controlled…

Tissues and Organs · Quantitative Biology 2018-09-05 Snehal M. Shekatkar , Yamini Kotriwar , K. P. Harikrishnan , G. Ambika
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