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DY: Fachverband Dynamik und Statistische Physik

DY 28: Data Analysis Methods and Modelling of Geophysical Systems

DY 28.4: Vortrag

Donnerstag, 29. März 2012, 15:45–16:00, MA 144

Visibility graphs for testing reversibility of time series — •Jonathan F. Donges^1,2 and Reik V. Donner¹ — ¹Potsdam Institute for Climate Impact Research, Potsdam, Germany — ²Department of Physics, Humboldt University, Berlin, Germany

Reversibility or time reversal symmetry is a fundamental property of time series. Among other applications, it can be harnessed for selecting models that are consistent with experimental time series data. We propose a novel set of statistical tests against reversibility based on visibility graphs constructed from time series as well as on time-directed variants of common graph-theoretical measures like degree and local clustering coefficient. Unlike other tests against reversibility, the technique proposed here has the advantage that it does not require the construction of surrogate time series. We investigate the performance of our statistical tests for time series from paradigmatic model systems with known time reversal properties and compare it to a traditional test against reversibility. Finally, our tests are applied to characterize the temporal structure of electroencephalogram (EEG) time series representing normal and pathological dynamics of the human brain.