Measuring the Topological Time Irreversibility of Time Series With the Degree-Vector-Based Visibility Graph Method
Time irreversibility of a time series, which can be defined as the variance of properties under the time-reversal transformation, is a cardinal property of non-equilibrium systems and is associated with predictability in the study of financial time series. Recent pieces of literature have proposed t...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Frontiers Media S.A.
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/58bfc738c58b4abb952ebeaee66e1dc2 |
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