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https://dx.doi.org/10.48550/ar...
Article . 2021
License: CC BY
Data sources: Datacite
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Assessing time series irreversibility through micro-scale trends

Authors: Massimiliano Zanin;

Assessing time series irreversibility through micro-scale trends

Abstract

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 increasing attention during the last few decades, thanks to the information it provides about the mechanisms underlying the observed dynamics. Following the need of analyzing real-world time series, many irreversibility metrics and tests have been proposed, each one associated with different requirements in terms of, e.g., minimum time series length or computational cost. We here build upon previously proposed tests based on the concept of permutation patterns but deviating from them through the inclusion of information about the amplitude of the signal and how this evolves over time. We show, by means of synthetic time series, that the results yielded by this method are complementary to the ones obtained by using permutation patterns alone, thus suggesting that “one irreversibility metric does not fit all.” We further apply the proposed metric to the analysis of two real-world data sets.

Keywords

Physics - Data Analysis, Statistics and Probability, FOS: Physical sciences, Data Analysis, Statistics and Probability (physics.data-an)

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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