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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

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

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

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

Permutation Entropy, introduced by Bandt and Pompe, is a widely used complexity measure for real-valued time series that is based on the relative order of values within consecutive segments of fixed length. After standardizing each segment…

Machine Learning · Computer Science 2025-08-28 Abhijeet Avhale , Joscha Diehl , Niraj Velankar , Emanuele Verri

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

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · Physics 2008-10-08 G. Gallavotti

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp

We propose a novel chaos indicator -- time-reversed Shannon entropy (TRSE) -- that leverages the interplay between time-reversal symmetry breaking and information entropy in curved spacetimes. By quantifying statistical discrepancies…

General Relativity and Quantum Cosmology · Physics 2026-04-24 Wenfu Cao , Siyan Chen , Hongsheng Zhang

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

Pandora temporal fault tree, as one notable extension of the fault tree, introduces temporal gates and temporal laws. Pandora Temporal Fault Tree(TFT) enhances the capability of fault trees and enables the modeling of system failure…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Hitesh Khungla , Mohit Kumar

Kernel methods are widely used for probability estimation by measuring the distribution of low-passed vector distances in reconstructed state spaces. However, the information conveyed by the vector distances that are greater than the…

Data Analysis, Statistics and Probability · Physics 2021-11-09 Wenpo Yao , Wenli Yao , Jun Wang

On account of a greater need for understanding the complexity of time series like physiological time series, financial time series, and many more that enter into picture for their inculpation with real-world problems, several complexity…

Chaotic Dynamics · Physics 2025-02-26 Ritik Roshan Giri , Suchandan Kayal

We develop a systematic framework to quantify irreversibility in scalar Model A field theories with a generic non-Hermitian term driving the dynamics. Using the stochastic path-integral formalism, we perform a controlled small-noise…

Statistical Mechanics · Physics 2026-03-13 Matthias Carosi , Ot Garcés , Adrià Garcés , Demian Levis

Permutation Entropy (PE) has been shown to be a useful tool for time series analysis due to its low computational cost and noise robustness. This has drawn for its successful application in many fields. Some of these include damage…

Data Analysis, Statistics and Probability · Physics 2020-04-06 Audun Myers , Firas Khasawneh

The aim of this paper is to introduce the Lempel-Ziv permutation complexity vs permutation entropy plane as a tool to analyze time series of different nature. This two quantities make use of the Bandt and Pompe representation to quantify…

Information Theory · Computer Science 2017-07-18 Diego M. Mateos , Steeve Zozor , Felipe Olivarez

The Fisher-Shannon complexity plane is a powerful tool that represents complex dynamics in a two-dimensional plane. It locates a dynamical system based upon its entropy and its Fisher Information Measure (FIM). It has been recently shown…

Chaotic Dynamics · Physics 2022-01-19 David Spichak , Andrés Aragoneses

The coherent systems are basic concepts in reliability theory and survival analysis. They contain as particular cases the popular series, parallel and $k$-ou-of-$n$ systems (order statistics). Many results have been obtained for them by…

Statistics Theory · Mathematics 2024-12-13 Jorge Navarro , Julio Mulero

This article presents the applicability of Permutation Entropy based complexity measure of a time series for detection of fault in wind turbines. A set of electrical data from one faulty and one healthy wind turbine were analysed using…

Adaptation and Self-Organizing Systems · Physics 2016-01-21 Sumit Kumar Ram , Geir Kulia , Marta Molinas
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