PMID- 30599517
OWN - NLM
STAT- PubMed-not-MEDLINE
DCOM- 20190110
LR  - 20190110
IS  - 1089-7682 (Electronic)
IS  - 1054-1500 (Linking)
VI  - 28
IP  - 12
DP  - 2018 Dec
TI  - Detection of time reversibility in time series by ordinal patterns analysis.
PG  - 123111
LID - 10.1063/1.5055855 [doi]
AB  - Time irreversibility is a common signature of nonlinear processes and a 
      fundamental property of non-equilibrium systems driven by non-conservative 
      forces. A time series is said to be reversible if its statistical properties are 
      invariant regardless of the direction of time. Here, we propose the Time 
      Reversibility from Ordinal Patterns method (TiROP) to assess time-reversibility 
      from an observed finite time series. TiROP captures the information of scalar 
      observations in time forward as well as its time-reversed counterpart by means of 
      ordinal patterns. The method compares both underlying information contents by 
      quantifying its (dis)-similarity via the Jensen-Shannon divergence. The statistic 
      is contrasted with a population of divergences coming from a set of surrogates to 
      unveil the temporal nature and its involved time scales. We tested TiROP in 
      different synthetic and real, linear, and non-linear time series, juxtaposed with 
      results from the classical Ramsey's time reversibility test. Our results depict a 
      novel, fast-computation, and fully data-driven methodology to assess 
      time-reversibility with no further assumptions over data. This approach adds new 
      insights into the current non-linear analysis techniques and also could shed 
      light on determining new physiological biomarkers of high reliability and 
      computational efficiency.
FAU - Martinez, J H
AU  - Martinez JH
AUID- ORCID: 0000000233658189
AD  - INSERM-UM1127, Sorbonne Universite, Institut du Cerveau et de la Moelle Epiniere, 
      Paris 75013, France.
FAU - Herrera-Diestra, J L
AU  - Herrera-Diestra JL
AD  - ICTP South American Institute for Fundamental Research, IFT-UNESP, Sao Paulo 
      01140-070, Brazil.
FAU - Chavez, M
AU  - Chavez M
AD  - CNRS UMR7225, Hopital Pitie Salpetriere, Paris 75013, France.
LA  - eng
PT  - Journal Article
PL  - United States
TA  - Chaos
JT  - Chaos (Woodbury, N.Y.)
JID - 100971574
EDAT- 2019/01/03 06:00
MHDA- 2019/01/03 06:01
CRDT- 2019/01/03 06:00
PHST- 2019/01/03 06:00 [entrez]
PHST- 2019/01/03 06:00 [pubmed]
PHST- 2019/01/03 06:01 [medline]
AID - 10.1063/1.5055855 [doi]
PST - ppublish
SO  - Chaos. 2018 Dec;28(12):123111. doi: 10.1063/1.5055855.