Assessing Time Series Reversibility through Permutation Patterns
Time irreversibility, i.e., the lack of invariance of the statistical properties of a system under time reversal, is a fundamental property of all systems operating out of equilibrium. Time reversal symmetry is associated with important statistical and physical properties and is related to the predi...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-09-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/20/9/665 |