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

1
Instituto de Física Interdisciplinar y Sistemas Complejos (CSIC-UIB), Campus Universitat de les Illes Balears, E-07122 Palma de Mallorca, Spain
2
Department of Neuroscience and Rehabilitation, Section of Physiology, University of Ferrara, 44121 Ferrara, Italy
3
Fondazione Istituto Italiano di Tecnologia, 44121 Ferrara, Italy
*
Author to whom correspondence should be addressed.
Academic Editor: Takuya Yamano
Entropy 2021, 23(11), 1474; https://doi.org/10.3390/e23111474
Received: 21 October 2021 / Revised: 4 November 2021 / Accepted: 6 November 2021 / Published: 8 November 2021
(This 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. View Full-Text
Keywords: irreversibility; time-reversal symmetry; nonlinearity irreversibility; time-reversal symmetry; nonlinearity
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MDPI and ACS Style

Zanin, M.; Papo, D. Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison. Entropy 2021, 23, 1474. https://doi.org/10.3390/e23111474

AMA Style

Zanin M, Papo D. Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison. Entropy. 2021; 23(11):1474. https://doi.org/10.3390/e23111474

Chicago/Turabian Style

Zanin, Massimiliano, and David Papo. 2021. "Algorithmic Approaches for Assessing Irreversibility in Time Series: Review and Comparison" Entropy 23, no. 11: 1474. https://doi.org/10.3390/e23111474

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