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A symbolic approach for measuring temporal "irreversibility"

C.S. Daw
Oak Ridge National Laboratory
Oak Ridge TN 37831-8088

C.E.A. Finney
University of Tennessee
Knoxville TN 37996-2210

M.B. Kennel
University of California, San Diego
La Jolla CA 92093-0402

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.

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Daw CS, Finney CEA, Kennel MB (2000). A symbolic approach for measuring temporal "irreversibility". Physical Review E 62(2): 1912-1921.
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