Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison

This article belongs to the Special Issue Entropy and Irreversibility in Biological Systems.

Detalles Bibliográficos
Autores: Zanin, Massimiliano, Papo, David
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2021
País:España
Institución:Consejo Superior de Investigaciones Científicas (CSIC)
Repositorio:DIGITAL.CSIC. Repositorio Institucional del CSIC
OAI Identifier:oai:digital.csic.es:10261/266702
Acceso en línea:http://hdl.handle.net/10261/266702
Access Level:acceso abierto
Palabra clave:Irreversibility
Time-reversal symmetry
Nonlinearity
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spelling Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and ComparisonZanin, MassimilianoPapo, DavidIrreversibilityTime-reversal symmetryNonlinearityThis article belongs to the Special Issue Entropy and Irreversibility in Biological Systems.The assessment of time irreversibility, i.e., of the lack of invariance of the statistical properties of a system under the operation of time reversal, is a topic steadily gaining attention within the research community. Irreversible dynamics have been found in many real-world systems, with alterations being connected to, for instance, pathologies in the human brain, heart and gait, or to inefficiencies in financial markets. Assessing irreversibility in time series is not an easy task, due to its many aetiologies and to the different ways it manifests in data. It is thus not surprising that several numerical methods have been proposed in the last decades, based on different principles and with different applications in mind. In this contribution we review the most important algorithmic solutions that have been proposed to test the irreversibility of time series, their underlying hypotheses, computational and practical limitations, and their comparative performance. We further provide an open-source software library that includes all tests here considered. As a final point, we show that “one size does not fit all”, as tests yield complementary, and sometimes conflicting views to the problem; and discuss some future research avenues.This project has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No 851255). M.Z. acknowledges the Spanish State Research Agency, through the Severo Ochoa and María de Maeztu Program for Centers and Units of Excellence in R&D (MDM-2017-0711).Multidisciplinary Digital Publishing InstituteEuropean Research CouncilAgencia Estatal de Investigación (España)Consejo Superior de Investigaciones Científicas [https://ror.org/02gfc7t72]2022202220212022info:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_6501Publisher's versioninfo:eu-repo/semantics/publishedVersionhttp://hdl.handle.net/10261/266702reponame:DIGITAL.CSIC. Repositorio Institucional del CSICinstname:Consejo Superior de Investigaciones Científicas (CSIC)Inglés#PLACEHOLDER_PARENT_METADATA_VALUE##PLACEHOLDER_PARENT_METADATA_VALUE#info:eu-repo/grantAgreement/EC/H2020/851255info:eu-repo/grantAgreement/MINECO//MDM-2017-0711http://dx.doi.org/10.3390/e23111474Síinfo:eu-repo/semantics/openAccessoai:digital.csic.es:10261/2667022026-05-22T06:33:51Z
dc.title.none.fl_str_mv Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
title Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
spellingShingle Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
Zanin, Massimiliano
Irreversibility
Time-reversal symmetry
Nonlinearity
title_short Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
title_full Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
title_fullStr Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
title_full_unstemmed Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
title_sort Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
dc.creator.none.fl_str_mv Zanin, Massimiliano
Papo, David
author Zanin, Massimiliano
author_facet Zanin, Massimiliano
Papo, David
author_role author
author2 Papo, David
author2_role author
dc.contributor.none.fl_str_mv European Research Council
Agencia Estatal de Investigación (España)
Consejo Superior de Investigaciones Científicas [https://ror.org/02gfc7t72]
dc.subject.none.fl_str_mv Irreversibility
Time-reversal symmetry
Nonlinearity
topic Irreversibility
Time-reversal symmetry
Nonlinearity
description This article belongs to the Special Issue Entropy and Irreversibility in Biological Systems.
publishDate 2021
dc.date.none.fl_str_mv 2021
2022
2022
2022
dc.type.none.fl_str_mv info:eu-repo/semantics/article
http://purl.org/coar/resource_type/c_6501
Publisher's version
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/10261/266702
url http://hdl.handle.net/10261/266702
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv #PLACEHOLDER_PARENT_METADATA_VALUE#
#PLACEHOLDER_PARENT_METADATA_VALUE#
info:eu-repo/grantAgreement/EC/H2020/851255
info:eu-repo/grantAgreement/MINECO//MDM-2017-0711
http://dx.doi.org/10.3390/e23111474
Sí
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Multidisciplinary Digital Publishing Institute
publisher.none.fl_str_mv Multidisciplinary Digital Publishing Institute
dc.source.none.fl_str_mv reponame:DIGITAL.CSIC. Repositorio Institucional del CSIC
instname:Consejo Superior de Investigaciones Científicas (CSIC)
instname_str Consejo Superior de Investigaciones Científicas (CSIC)
reponame_str DIGITAL.CSIC. Repositorio Institucional del CSIC
collection DIGITAL.CSIC. Repositorio Institucional del CSIC
repository.name.fl_str_mv
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