相关论文: Detection of time reversibility in time series by …

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…

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,…

Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of…

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…

The concept of time series irreversibility -- the degree by which the statistics of signals are not invariant under time reversal -- naturally appears in non-equilibrium physics in stationary systems which operate away from equilibrium and…

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

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,…

The ordinal patterns of a fixed number of consecutive values in a time series is the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of…

Temporal irreversibility, often referred to as the arrow of time, is a fundamental concept in statistical mechanics. Markers of irreversibility also provide a powerful characterisation of information processing in biological systems.…

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…

Ordinal time series analysis is based on the idea to map time series to ordinal patterns, i.e., order relations between the values of a time series and not the values themselves, as introduced in 2002 by C. Bandt and B. Pompe. Despite a…

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…

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…

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…

Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine…

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…

A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…

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…

A broken time-reversal symmetry, i.e. broken detailed balance, is central to non-equilibrium physics and is a prerequisite for life. However, it turns out to be quite challenging to unambiguously define and quantify time-reversal symmetry…