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

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 alterati...

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Autores principales:	Massimiliano Zanin, David Papo
Formato:	article
Lenguaje:	EN
Publicado:	MDPI AG 2021
Materias:	irreversibility time-reversal symmetry nonlinearity Science Q Astrophysics QB460-466 Physics QC1-999
Acceso en línea:	https://doaj.org/article/ef1b992655bc444199502334101f0b04
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spelling	oai:doaj.org-article:ef1b992655bc444199502334101f0b042021-11-25T17:29:56ZAlgorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison10.3390/e231114741099-4300https://doaj.org/article/ef1b992655bc444199502334101f0b042021-11-01T00:00:00Zhttps://www.mdpi.com/1099-4300/23/11/1474https://doaj.org/toc/1099-4300The 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.Massimiliano ZaninDavid PapoMDPI AGarticleirreversibilitytime-reversal symmetrynonlinearityScienceQAstrophysicsQB460-466PhysicsQC1-999ENEntropy, Vol 23, Iss 1474, p 1474 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	irreversibility time-reversal symmetry nonlinearity Science Q Astrophysics QB460-466 Physics QC1-999
spellingShingle	irreversibility time-reversal symmetry nonlinearity Science Q Astrophysics QB460-466 Physics QC1-999 Massimiliano Zanin David Papo Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
description	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.
format	article
author	Massimiliano Zanin David Papo
author_facet	Massimiliano Zanin David Papo
author_sort	Massimiliano Zanin
title	Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison
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
publisher	MDPI AG
publishDate	2021
url	https://doaj.org/article/ef1b992655bc444199502334101f0b04
work_keys_str_mv	AT massimilianozanin algorithmicapproachesforassessingirreversibilityintimeseriesreviewandcomparison AT davidpapo algorithmicapproachesforassessingirreversibilityintimeseriesreviewandcomparison
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Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison

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