Version 1
: Received: 1 November 2024 / Approved: 4 November 2024 / Online: 4 November 2024 (09:08:03 CET)
How to cite:
Zanin, M. Manipulating Time Series Irreversibility Through Continuous Ordinal Patterns. Preprints2024, 2024110158. https://doi.org/10.20944/preprints202411.0158.v1
Zanin, M. Manipulating Time Series Irreversibility Through Continuous Ordinal Patterns. Preprints 2024, 2024110158. https://doi.org/10.20944/preprints202411.0158.v1
Zanin, M. Manipulating Time Series Irreversibility Through Continuous Ordinal Patterns. Preprints2024, 2024110158. https://doi.org/10.20944/preprints202411.0158.v1
APA Style
Zanin, M. (2024). Manipulating Time Series Irreversibility Through Continuous Ordinal Patterns. Preprints. https://doi.org/10.20944/preprints202411.0158.v1
Chicago/Turabian Style
Zanin, M. 2024 "Manipulating Time Series Irreversibility Through Continuous Ordinal Patterns" Preprints. https://doi.org/10.20944/preprints202411.0158.v1
Abstract
Time irreversibility, i.e. the lack of invariance of a system under the operation of time reversal, has long attracted the attention of the statistical physics community; and has been shown to be a relevant marker of altered dynamics in many real-world problems. We here introduce and analyse the complementary problem of its manipulation. In other words, we ask whether, given a time series, this can be manipulated to achieve a desired irreversibility while maintaining the original dynamics. We show how this problem can be tackled using Continuous Ordinal Patterns, a non-linear transformation of a time series based on the local structure created by neighbouring values. We further illustrate the relevance of this problem in the context of brain dynamics, obtaining that schizophrenic patients and control subjects are characterised by different "distances to irreversibility". We finally discuss some open questions, including the meaning of such manipulation from both theoretical and applied viewpoints.
Keywords
Time series; time irreversibility; continuous ordinal patterns; schizophrenia; electroencephalography
Subject
Physical Sciences, Other
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
