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The properties of complex networks derived from applying a compression algorithm to time series subject to symbolic ordinal-based encoding is explored. The information content of compression codewords can be used to detect forbidden symbolic patterns indicative of nonlinear determinism. The connectivity structure of ordinal-based compression networks summarized by their minimal cycle basis structure can also be used in tests for nonlinear determinism, in particular, detection of time irreversibility in a signal.

Time irreversibility is an important property of nonequilibrium dynamic systems. A visibility graph approach was recently proposed, and this approach is generally effective to measure time irreversibility of time series. However, its result may be unreliable when dealing with high-dimensional systems. In this work, we consider the joint concept of time irreversibility and adopt the phase-space reconstruction technique to improve this visibility graph approach. Compared with the previous approach, the improved approach gives a more accurate estimate for the irreversibility of time series, and is more effective to distinguish irreversible and reversible stochastic processes. We also use this approach to extract the multiscale irreversibility to account for the multiple inherent dynamics of time series. Finally, we apply the approach to detect the multiscale irreversibility of financial time series, and succeed to distinguish the time of financial crisis and the plateau. In addition, Asian stock indexes away from other indexes are clearly visible in higher time scales. Simulations and real data support the effectiveness of the improved approach when detecting time irreversibility.

In this paper, we introduce detrended cross-correlation analysis (DCCA) method into visibility graph (VG) algorithm and propose VGDCCA method to reflect the time series irreversibility from a new perspective. The validity and reliability of the proposed VGDCCA method is supported by numerical simulations on synthesized short-term correlated chaotic systems and long-term correlated fractal processes, and by the empirical analysis on stock indices and traffic parameter. The VGDCCA planes suggest that autoregressive fractionally integrated moving average (ARFIMA) and fractional Gaussian noise (FGN) series show time reversible behavior, whatever the long-term correlation of the series is or however strong the persistence or anti-persistence of the series is. Meanwhile, Logistic map with $a=3.3\sim 3.6$ and Hénon map show more time irreversible behaviors than those of ARFIMA, FGN series and other Logistic maps. It can be found that the relationship between cross-correlation of ingoing degree sequence and outgoing degree sequence for the simulated series with different parameters is consistent with the complexity and autocorrelation behavior in the corresponding definition of the time series. For the empirical analysis, VGDCCA method declares the similarity and dissimilarity between stock indices on time series irreversibility and captures the time irreversibility of traffic time series recorded by the detectors in different locations.

In this study, we propose a multiscale permutation Jensen–Shannon distance (MPJSD) to measure irreversibility of complex time series. The new quantifier is based on symbolic permutation pattern and Jensen–Shannon distance. As an alternative, the new method offers the best characterization of the underlying irreversibility on different scales. The ARFIMA process and three dissipative chaotic systems are used to verify the effectiveness of the new method. The numerical results indicate that the MPJSD can unveil subtle and interesting findings on different scales and the permutation Jensen–Shannon distance (PJSD) is scale-dependent. Furthermore, we apply the approach to detect the multiscale irreversibility of ECG and financial data. The underlying irreversible nature of the investigated series is well discriminated. The method here introduced gives a new way to distinguish different degrees of irreversibility.

Purpose: The main aim of this paper is to study the influence of temperature on multiscale entropy (MSE) and multiscale time irreversibility (MTI) through the use of short-term measurements. Methods: A total of 12 physically active, healthy, and nonsmoker individuals ($25.6\pm 3.9$ years old; $174.2\pm 7.5$cm of height; and $68.6\pm 11.1$kg of body mass) voluntarily participated in this study. Two beat-to-beat recordings of 15min length were performed on every participant, one under hot conditions ($35^{\circ }$C) and the other assessment under cool conditions ($19^{\circ }$C). The order of these two assessments was randomly assigned. Multiscale sample entropy and MTI were assessed in every measurement through 10 scales. Results: Entropy was significantly higher under hot conditions ($p<0.05$) from the fifth scale compared to cool conditions. On the contrary, MTI values were significantly lower under hotter conditions ($p<0.05$). Conclusions: The study of MSE and time irreversibility of short RR measurements presents consistent and reliable data. Moreover, exposures to hot conditions provoke an increment of interbeat complexity throughout larger scales and a decrease in the MTI in a healthy population.

Symbolic sequence analysis method was applied to analyze two-phase flow measurement fluctuating signals and some issues about key parameters which were effect on the symbolic statistical quantities were discussed. Based on the above study, eighty groups differential pressure fluctuating signals of gas/liquid two-phase flow were gathered in vertical upward pipes and we extracted the time irreversibility and chi-square statistics. When the gas superficial velocity is less than 0.02 m/s, the random variable motion feature and the dynamic character of bubble flow become gradually complex with the gas superficial velocity increasing. When gas superficial velocity exceeds 0.02 m/s, the dynamic character of flow pattern evolution becomes gradually simple from bubble flow to slug flow and the dynamic character becomes more and more complex from slug flow to churn flow with increasing gas superficial velocity. This study shows that time irreversibility and chi-square statistics are sensitive feature quantities of characterizing gas/liquid two-phase flow patterns and this can better help for understanding dynamic characteristics of gas/liquid two-phase flow patterns by observing the two statistical quantities changing with the two-phase flow parameters.

The notion of a limit cycle, which can only exist in a non-linear system, plays the key role in the modelling of cyclical data. We have shown that the class of threshold autoregressive models is general enough to capture this notion, a definition of which in discrete time is proposed. The threshold value has an interesting interpretation. Simulation results are presented which demonstrate that this new class of models exhibits some well-known features of non-linear vibrations. Detailed analyses of several real data sets are discussed.