Manipulating Time Series Irreversibility Through Continuous Ordinal Patterns
Time irreversibility, i.e., the lack of invariance of a system under the operation of time reversal, has long attracted the attention of the statistical physics community, and has been shown to be a relevant marker of altered dynamics in many real-world problems. Here, I introduce and analyse the co...
| Autor: | |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2024 |
| País: | España |
| Institución: | Consejo Superior de Investigaciones Científicas (CSIC) |
| Repositorio: | DIGITAL.CSIC. Repositorio Institucional del CSIC |
| OAI Identifier: | oai:digital.csic.es:10261/381151 |
| Acceso en línea: | http://hdl.handle.net/10261/381151 https://api.elsevier.com/content/abstract/scopus_id/85213280271 |
| Access Level: | acceso abierto |
| Palabra clave: | Time series Continuous ordinal patterns Electroencephalography Schizophrenia Time irreversibility |
| Sumario: | Time irreversibility, i.e., the lack of invariance of a system under the operation of time reversal, has long attracted the attention of the statistical physics community, and has been shown to be a relevant marker of altered dynamics in many real-world problems. Here, I introduce and analyse the complementary problem of its manipulation. In other words, I ask whether, given a time series, it can be manipulated to achieve desired irreversibility while maintaining its original dynamics. I show how this problem can be tackled using Continuous Ordinal Patterns, a non-linear transformation of a time series based on the local structure created by neighbouring values. I further illustrate the relevance of this problem in the context of brain dynamics, determining that schizophrenic patients and control subjects are characterised by different “distances to irreversibility”. Finally, I discuss some open questions, including the meaning of such manipulation from both theoretical and applied viewpoints. |
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