Symbolic approach for measuring temporal "irreversibility"

C. S. Daw, C. E.A. Finney, M. B. Kennel

Research output: Contribution to journalArticlepeer-review

122 Scopus citations

Abstract

We describe a symbolic approach for measuring temporal "irreversibility" in time-series measurements. Temporal irreversibility is important because it excludes Gaussian linear dynamics and static transformations of such dynamics from the set of possible generating processes. A symbolic method for measuring temporal irreversibility is attractive because it is computationally efficient, robust to noise, and simplifies statistical analysis of confidence limits. We propose a specific algorithm, called "false flipped symbols," for establishing the presence of temporal irreversibility without the need for generating surrogate data. Besides characterizing experimental data, our results are relevant to the question of selecting alternative models. We illustrate our points with numerical model output and experimental measurements.

Original languageEnglish
Pages (from-to)1912-1921
Number of pages10
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume62
Issue number2 B
DOIs
StatePublished - Aug 2000
Externally publishedYes

Fingerprint

Dive into the research topics of 'Symbolic approach for measuring temporal "irreversibility"'. Together they form a unique fingerprint.

Cite this