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Bibliography of temporal irreversibility in dynamical systems


Journal, conference and thesis works, in reverse chronological order
Compiled by C.E.A. Finney <ceaf@ceafinney.com>
Version 20140607T2100Z
URL: http://www-chaos.engr.utk.edu/bib/bib-directionality.html

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Hou FZ, Ning XB, Zhuang JJ, Huang XL, Fu MJ, Bian CH (2011). High-dimensional time irreversibility analysis of human interbeat intervals. Medical Engineering & Physics 33(5): 633–637. http://dx.doi.org/10.1016/j.medengphy.2011.01.002.

De La Cruz Torres B, Naranjo Orellana J (2010). Multiscale time irreversibility of heartbeat at rest and during aerobic exercise. Cardiovascular Engineering 10(1): 1-4. doi: 10.1007/s10558-009-9090-3.

Hou F, Zhuang J, Bian C, Tong T, Chen Y, Yin J, Qiu X, Ning X (2010). Analysis of heartbeat asymmetry based on multi-scale time irreversibility test. Physica A 389(4): 754–760. doi: http://dx.doi.org/10.1016/j.physa.2009.10.003.

Porta A, D'addio G, Bassani T, Maestri R, Pinna GD (2009). Assessment of cardiovascular regulation through irreversibility analysis of heart period variability: a 24 hours Holter study in healthy and chronic heart failure populations. Philosophical Transactions of the Royal Society A 367(1892): 1359-1375. doi: 10.1098/rsta.2008.0265.

Casali KR, Casali AG, Montano N, Irigoyen MV, Macagnan F, Guzzetti S, Porta A (2008). Multiple testing strategy for the detection of temporal irreversibility in stationary time series. Physical Review E 77: 066204. DOI: http://dx.doi.org/10.1103/PhysRevE.77.066204.

Porta A, Casali KR, Casali AG, Gnecchi-Ruscone T, Tobaldini E, Montano N, Lange S, Geue D, Cysarz D, Van Leeuwen P (2008). Temporal asymmetries of short-term heart period variability are linked to autonomic regulation. American Journal of Physiology: Regululatory, Integrative and Comparative Physiology 295: R550–R557. doi:10.1152/ajpregu.00129.2008

Costa MD, Peng C-K, Goldberger AL (2008). Multiscale analysis of heart rate dynamics: Entropy and time irreversibility measures. Cardiovascular Engineering 8(2): 88-93. doi:10.1007/s10558-007-9049-1.

Korolev A (2007). Indeterminism, asymptotic reasoning, and time irreversibility in classical physics. Philosophy of Science 74(5): 943-956. http://www.jstor.org/stable/10.1086/525635.

Costa M, Goldberger AL, Peng C-K (2005). Broken asymmetry of the human heartbeat: Loss of time irreversibility in aging and disease. Physical Review Letters 95: 198102. DOI: http://dx.doi.org/10.1103/PhysRevLett.95.198102

Chen YT (2003). Testing serial independence against time irreversibility. Studies in Nonlinear Dynamics & Econometrics 7(3): . DOI: 10.2202/1558-3708.1114.

Gaspard P (2003). Time-reversed dynamical entropy and irreversibility in Markovian random processes. Journal of Statistical Physics 117(3|4): 599-615.

Chen YT, Kuan C-M (2002). Time irreversibility and EGARCH effects in US stock index returns. Journal of Applied Economics 17(5): 565-578. DOI: 10.1002/jae.692.

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

Timmer J, Schwarz U, Voss HU, Wardinski I, Belloni T, Hasinger G, Klis M van der, Kurths J (2000). Linear and nonlinear time series analysis of the black hole candidate Cygnus X-1. Physical Review E 61(2): 1342-1352.

Green JB Jr, Daw CS, Armfield JS, Finney CEA, Wagner RM, Drallmeier JA, Kennel MB, Durbetaki P (1999). Time irreversibility and comparison of cyclic-variability models. SAE Paper No. 1999-01-0221. {Download preprint or view abstract.}

Finney CEA, Nguyen K, Daw CS, Halow JS (1998). Symbol statistics for monitoring fluidization. 1998 International Mechanical Engineering Congress & Exposition (ASME) (Anaheim, California USA; 1998 November 15-20): 405-411. {Download preprint or view abstract.}

Edwards KD, Finney CEA, Nguyen K, Daw CS (1998). Use of symbol statistics to characterize combustion in a pulse combustor operating near the fuel-lean limit. Proceedings of the 1998 Technical Meeting of the Central States Section of the Combustion Institute (Lexington, Kentucky USA; 1998 May 31 - June 02): 385-390. {Download preprint or view abstract.}

Green JB Jr, Daw CS, Armfield JS, Finney CEA, Durbetaki P (1998). Time irreversibility of cycle-by-cycle engine combustion variations. Proceedings of the 1998 Technical Meeting of the Central States Section of the Combustion Institute (Lexington, Kentucky USA; 1998 May 31 - June 02): 35-40. {Download preprint or view abstract.}

Braun C, Kowallik P, Freking A, Hadeler D, Kniffki K-D, Meesmann M (1998). Demonstration of nonlinear components in heart rate variability of healthy persons. American Journal of Physiology 275 (Heart Circ. Physiol. 44): H1577–H1584.

Stam CJ, Pijn JPM, Pritchard WS (1998). Reliable detection of nonlinearity in experimental time series with strong periodic components. Physica D 112: 361-380.

Heyden MJ van der, Diks CGC, Hoekstra BPT, DeGoede J (1998). Testing the order of discrete Markov chains using surrogate data. Physica D 117: 299-313.

Foster J (1997). The analytical foundations of evolutionary economics: From biological analogy to economic self-organization. Structural Change and Economic Dynamics 8(4): 427–451. http://dx.doi.org/10.1016/S0954-349X(97)00002-7.

Hoekstra BPT, Diks CGH, Allessie MA, DeGoede J (1997). Nonlinear analysis of the pharmacological conversion of sustained atrial fibrillation in conscious goats by the class Ic drug cibenzoline. Chaos 7(3): 430-446.

Stone L, Landan G, May RM (1996). Detecting time's arrow: A method for identifying nonlinearity and deterministic chaos in time-series data. Proceedings of the Royal Society of London, Series B 263: 1509-1513.

Heyden MJ van der, Diks C, Pijn JPM, Velis DN (1996). Time reversibility of intracranial human EEG recordings in mesial temporal lobe epilepsy. Physics Letters A 216: 283-288.

Ramsey JB, Rothman P (1996). Time irreversibility and business cycle asymmetry. Journal of Money, Credit, and Banking 28(1): 1-21.

Diks C, Houwelingen JC van, Takens F, DeGoede J (1995). Reversibility as a criterion for discriminating time series. Physics Letters A 201: 221-228.

Giannakis GB, Tsatsanis MK (1994). Time-domain tests for Gaussianity and time-reversibility. IEEE Transactions on Signal Processing 42(12): 3460-3472.

Foster J (1993). Economics and the self-organization approach: Alfred Marshall revisited?. The Economic Journal 103: 975-991. DOI: 10.2307/2234714.

Timmer J, Ganert C, Deuschl G, Honerkamp J (1993). Characteristics of hand tremor time series. Biological Cybernetics 70: 75-80.

Rothman P (1992). The comparative power of the TR test against simple threshold models. Journal of Applied Econometrics 7: 187-195.

Lawrance AJ (1991). Directionality and reversibility in time series. International Statistical Review 59(1): 67-79.

Ramsey JB, Rothman P (1988). Characterization of the time irreversibility of economic time series: estimators and test statistics. New York University Research Report RR88-39. 1988-12-12. http://econ.as.nyu.edu/docs/IO/9395/RR88-39.pdf.

Pomeau Y (1982). Symétrie des fluctuations dans la renversement du temps. Journal de Physique 43: 859-867.

Cox DR (1981). Statistical analysis of time series: some recent developments. Scandinavian Journal of Statistics 8: 93-115. {See page 100 for discussion on irreversibility and page 102 for definition of test.}

Weiss G (1975). Time-reversibility of linear stochastic processes. Journal of Applied Probability 12: 831-836.


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Updated: 2014-06-07 ceaf