Bereiche | Tage | Auswahl | Suche | Aktualisierungen | Downloads | Hilfe

DY: Fachverband Dynamik und Statistische Physik

DY 12: Nonlinear Dynamics, Synchronization and Chaos I

DY 12.10: Vortrag

Dienstag, 12. März 2013, 12:00–12:15, H48

Testing time series reversibility using complex network methods — Jonathan F. Donges^1,2, •Reik V. Donner¹, and Jürgen Kurths^1,2 — ¹Potsdam Institute for Climate Impact Research, Germany — ²Department of Physics, Humboldt University, Berlin, Germany

The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a set of novel statistical tests for time series reversibility based on standard and horizontal visibility graphs. Specifically, we statistically compare the distributions of time-directed variants of the common graph-theoretical measures degree and local clustering coefficient. Unlike other tests for reversibility, our approach does not require constructing surrogate data and can be applied to relatively short time series. We demonstrate its performance for realisations of paradigmatic model systems with known time-reversal properties as well as picking up signatures of nonlinearity in some well-studied real-world neuro-physiological time series.