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Testing time series irreversibility using complex network methods
Stockholm University, Faculty of Science, Stockholm Resilience Centre. Potsdam Institute for Climate Impact Research, Germany; Humboldt University of Berlin, Germany.
2013 (English)In: Europhysics letters, ISSN 0295-5075, E-ISSN 1286-4854, Vol. 102, no 1, 10004- p.Article in journal (Refereed) Published
Abstract [en]

The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically, we statistically compare the distributions of time-directed variants of the common complex network measures degree and local clustering coefficient. Our approach does not involve surrogate data and is applicable to relatively short time series. We demonstrate its performance for paradigmatic model systems with known time-reversal properties as well m for picking up signatures of nonlinearity in neuro-physiological data.

Place, publisher, year, edition, pages
2013. Vol. 102, no 1, 10004- p.
National Category
Physical Sciences
URN: urn:nbn:se:su:diva-91852DOI: 10.1209/0295-5075/102/10004ISI: 000319607500004OAI: diva2:635782


Available from: 2013-07-05 Created: 2013-07-04 Last updated: 2014-10-09Bibliographically approved

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Donges, Jonathan
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